+161.6%
IP vs BIDU
+1,104.2%
-942.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -5.0% | +1.1% | -6.0% | -5.2% |
| 30D | +6.5% | -8.7% | +15.2% | +8.4% |
| 3M | -18.0% | -28.5% | +10.4% | -12.8% |
| 6M | +10.3% | -37.0% | +47.4% | +19.5% |
| YTD | -9.9% | -39.2% | +29.3% | -2.6% |
| 1Y | -1.1% | -35.6% | +34.5% | +5.3% |
| 3Y | +13.0% | -27.5% | +40.5% | +13.3% |
| 5Y | -12.3% | -49.8% | +37.5% | -11.7% |
| 10Y | +26.8% | -52.6% | +79.4% | +17.3% |
| All | +161.6% | +1,104.2% | -942.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling