-8.8%
IT vs BIDU
-34.6%
+25.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +1.7% |
| 7D | -5.5% | +1.2% | -6.6% | -5.4% |
| 30D | +10.3% | -7.5% | +17.9% | +9.9% |
| 3M | +11.5% | -28.6% | +40.1% | +9.0% |
| 6M | +40.3% | -36.9% | +77.2% | +35.7% |
| YTD | -17.9% | -38.4% | +20.6% | -17.6% |
| 1Y | -8.8% | -35.7% | +26.9% | -7.2% |
| All | -8.8% | -34.6% | +25.8% | -7.2% |
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 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