+423.6%
IRM vs BIDU
-49.1%
+472.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.8% | -5.2% | +3.4% | -1.3% |
| 30D | -7.8% | -14.5% | +6.7% | -6.3% |
| 3M | -7.9% | -22.9% | +15.0% | -5.5% |
| 6M | +6.3% | -27.8% | +34.2% | +9.6% |
| YTD | +38.2% | -30.7% | +68.8% | +42.6% |
| 1Y | +19.8% | -15.8% | +35.6% | +20.8% |
| 3Y | +98.8% | -33.2% | +132.0% | +101.9% |
| 5Y | +191.8% | -44.8% | +236.6% | +193.3% |
| All | +423.6% | -49.1% | +472.7% | +356.0% |
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