+192.8%
IRM vs BIDU
-42.3%
+235.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -8.0% | -24.0% | +16.0% | -5.6% |
| 6M | +9.2% | -24.9% | +34.0% | +11.9% |
| YTD | +41.0% | -29.6% | +70.6% | +45.1% |
| 1Y | +23.3% | -15.2% | +38.4% | +24.2% |
| 3Y | +102.8% | -32.2% | +135.0% | +105.7% |
| 5Y | +192.8% | -43.8% | +236.5% | +193.2% |
| All | +192.8% | -42.3% | +235.1% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling