+1,311.6%
IRM vs BIDU
+1,076.2%
+235.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -7.1% | -26.0% | +18.8% | -3.5% |
| 6M | -7.9% | -44.5% | +36.6% | -0.8% |
| YTD | +41.3% | -40.6% | +81.9% | +50.0% |
| 1Y | +20.7% | -39.8% | +60.5% | +27.8% |
| 3Y | +112.2% | -26.7% | +138.9% | +113.3% |
| 5Y | +191.2% | -54.5% | +245.7% | +199.4% |
| 10Y | +524.3% | -52.4% | +576.7% | +495.2% |
| All | +1,311.6% | +1,076.2% | +235.4% | +806.9% |
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