+21.0%
ITW vs BIDU
-34.3%
+55.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -0.7% | -8.1% | +7.4% | -0.1% |
| 30D | -8.3% | -12.8% | +4.5% | -7.5% |
| 3M | +6.0% | -21.3% | +27.3% | +7.8% |
| 6M | 0.0% | -27.0% | +27.0% | +1.9% |
| YTD | +10.2% | -30.0% | +40.3% | +12.3% |
| 1Y | +3.2% | -18.3% | +21.5% | +2.6% |
| 3Y | +21.0% | -33.8% | +54.8% | +21.7% |
| All | +21.0% | -34.3% | +55.3% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling