-25.5%
IT vs BIDU
-16.8%
-8.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +5.3% |
| 7D | -3.7% | -8.1% | +4.4% | -3.9% |
| 30D | +0.1% | -12.8% | +12.9% | -0.4% |
| 3M | +20.7% | -21.3% | +42.0% | +19.6% |
| 6M | +12.0% | -27.0% | +38.9% | +10.3% |
| YTD | -28.8% | -30.0% | +1.2% | -28.6% |
| 1Y | -25.5% | -18.3% | -7.3% | -26.2% |
| All | -25.5% | -16.8% | -8.7% | -26.2% |
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