-21.3%
IT vs BIDU
+1.5%
-22.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -4.5% |
| 7D | -6.0% | +2.4% | -8.5% | -5.9% |
| 30D | 0.0% | -10.5% | +10.5% | -0.4% |
| 3M | +13.1% | -26.2% | +39.3% | +12.3% |
| 6M | +11.7% | -16.4% | +28.1% | +10.6% |
| YTD | -26.1% | -23.9% | -2.2% | -25.5% |
| 1Y | -21.3% | +1.3% | -22.5% | -22.9% |
| All | -21.3% | +1.5% | -22.7% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling