-7.9%
IRM vs BIDU
-45.4%
+37.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.3% |
| 7D | +8.6% | -2.3% | +10.9% | +8.9% |
| 30D | 0.0% | -7.3% | +7.3% | +0.9% |
| 3M | -7.1% | -26.0% | +18.8% | -4.4% |
| 6M | -7.9% | -44.5% | +36.6% | +0.3% |
| All | -7.9% | -45.4% | +37.5% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling