+1,690.8%
IT vs BIDU
+1,407.1%
+283.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -5.4% |
| 7D | -6.0% | +2.4% | -8.5% | -6.5% |
| 30D | 0.0% | -10.5% | +10.5% | +1.8% |
| 3M | +13.1% | -26.2% | +39.3% | +18.7% |
| 6M | +11.7% | -16.4% | +28.1% | +13.6% |
| YTD | -26.1% | -23.9% | -2.2% | -23.9% |
| 1Y | -21.3% | +1.3% | -22.5% | -24.0% |
| 3Y | -46.7% | -32.1% | -14.7% | -46.0% |
| 5Y | -40.5% | -39.0% | -1.5% | -42.0% |
| 10Y | +103.9% | -44.0% | +147.9% | +88.0% |
| All | +1,690.8% | +1,407.1% | +283.7% | +824.3% |
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