+517.3%
IRM vs BIDU
-51.3%
+568.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.8% | -4.6% | +11.3% | +7.3% |
| 30D | +2.6% | -4.5% | +7.2% | +3.1% |
| 3M | -9.5% | -25.4% | +15.9% | -6.7% |
| 6M | -8.5% | -48.1% | +39.6% | -2.3% |
| YTD | +40.3% | -40.2% | +80.5% | +47.0% |
| 1Y | +28.7% | -35.2% | +63.9% | +33.6% |
| 3Y | +111.8% | -27.1% | +138.9% | +113.3% |
| 5Y | +189.1% | -54.2% | +243.3% | +196.8% |
| All | +517.3% | -51.3% | +568.6% | +437.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling