+101.8%
IRM vs BIDU
-33.9%
+135.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | +3.0% | -2.4% | +5.5% | +3.3% |
| 30D | -5.2% | -16.0% | +10.7% | -3.5% |
| 3M | -8.0% | -24.0% | +16.0% | -5.4% |
| 6M | +9.2% | -24.9% | +34.0% | +12.1% |
| YTD | +41.0% | -29.6% | +70.6% | +45.3% |
| 1Y | +23.3% | -15.2% | +38.4% | +24.7% |
| All | +101.8% | -33.9% | +135.7% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling