-46.3%
IT vs BIDU
-42.3%
-4.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -9.1% | -2.4% | -6.7% | -8.9% |
| 30D | -12.2% | -16.0% | +3.8% | -10.5% |
| 3M | +7.8% | -24.0% | +31.8% | +11.0% |
| 6M | +2.0% | -24.9% | +26.8% | +4.4% |
| YTD | -32.7% | -29.6% | -3.2% | -30.7% |
| 1Y | -31.1% | -15.2% | -15.9% | -31.5% |
| 3Y | -52.1% | -32.2% | -19.9% | -51.8% |
| 5Y | -46.3% | -43.8% | -2.5% | -47.5% |
| All | -46.3% | -42.3% | -4.0% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling