+19.8%
IRM vs BIDU
-18.3%
+38.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.8% | -5.2% | +3.4% | -1.1% |
| 30D | -7.8% | -14.5% | +6.7% | -5.9% |
| 3M | -7.9% | -22.9% | +15.0% | -4.7% |
| 6M | +6.3% | -27.8% | +34.2% | +10.5% |
| YTD | +38.2% | -30.7% | +68.8% | +43.3% |
| 1Y | +19.8% | -15.8% | +35.6% | +25.8% |
| All | +19.8% | -18.3% | +38.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling