+1,328.6%
IRM vs BIDU
+1,407.1%
-78.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.4% | +1.1% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | -8.1% | -10.5% | +2.4% | -6.8% |
| 3M | -9.7% | -26.2% | +16.5% | -6.2% |
| 6M | +10.0% | -16.4% | +26.4% | +12.0% |
| YTD | +43.0% | -23.9% | +66.9% | +46.9% |
| 1Y | +32.7% | +1.3% | +31.4% | +30.4% |
| 3Y | +102.7% | -32.1% | +134.8% | +106.1% |
| 5Y | +187.6% | -39.0% | +226.5% | +183.6% |
| 10Y | +420.1% | -44.0% | +464.2% | +386.1% |
| All | +1,328.6% | +1,407.1% | -78.5% | +788.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling