+80.1%
IVV vs BIDU
-27.7%
+107.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.9% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +0.1% | -10.5% | +10.5% | +1.3% |
| 3M | +2.0% | -26.2% | +28.2% | +5.5% |
| 6M | +13.0% | -16.4% | +29.4% | +14.8% |
| YTD | +13.6% | -23.9% | +37.5% | +16.2% |
| 1Y | +20.1% | +1.3% | +18.8% | +17.8% |
| All | +80.1% | -27.7% | +107.8% | +80.4% |
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