+163.8%
IP vs BIDU
+1,140.5%
-976.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.3% |
| 7D | -5.1% | +7.2% | -12.2% | -6.3% |
| 30D | +8.5% | -4.0% | +12.5% | +9.3% |
| 3M | -13.8% | -25.1% | +11.3% | -9.1% |
| 6M | +5.7% | -41.8% | +47.5% | +16.3% |
| YTD | -9.1% | -37.3% | +28.2% | -2.4% |
| 1Y | -0.8% | -35.6% | +34.7% | +5.6% |
| 3Y | +14.8% | -24.5% | +39.3% | +14.1% |
| 5Y | -11.5% | -48.3% | +36.7% | -11.5% |
| 10Y | +27.9% | -51.2% | +79.1% | +17.6% |
| All | +163.8% | +1,140.5% | -976.6% | +30.6% |
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