+113.4%
IRM vs BIDU
-27.9%
+141.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.2% |
| 7D | +8.6% | -2.3% | +10.9% | +8.9% |
| 30D | 0.0% | -7.3% | +7.3% | +0.8% |
| 3M | -7.1% | -26.0% | +18.8% | -4.3% |
| 6M | -7.9% | -44.5% | +36.6% | -2.3% |
| YTD | +41.3% | -40.6% | +81.9% | +48.0% |
| 1Y | +20.7% | -39.8% | +60.5% | +26.2% |
| All | +113.4% | -27.9% | +141.2% | +114.4% |
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