+28.7%
IRM vs BIDU
-38.7%
+67.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.8% | -4.6% | +11.3% | +7.6% |
| 30D | +2.6% | -4.5% | +7.2% | +3.3% |
| 3M | -9.5% | -25.4% | +15.9% | -5.5% |
| 6M | -8.5% | -48.1% | +39.6% | +1.4% |
| YTD | +40.3% | -40.2% | +80.5% | +48.8% |
| 1Y | +28.7% | -35.2% | +63.9% | +34.6% |
| All | +28.7% | -38.7% | +67.4% | +34.6% |
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 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