+815.3%
IVV vs BIDU
+1,108.5%
-293.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | -2.3% | -5.4% | +3.0% | -1.5% |
| 3M | -1.2% | -24.7% | +23.6% | +3.4% |
| 6M | +3.3% | -45.3% | +48.6% | +13.5% |
| YTD | +12.3% | -39.0% | +51.3% | +20.3% |
| 1Y | +12.5% | -39.6% | +52.1% | +20.4% |
| 3Y | +79.2% | -24.7% | +103.9% | +79.2% |
| 5Y | +75.6% | -52.3% | +128.0% | +80.4% |
| 10Y | +313.4% | -51.1% | +364.4% | +295.6% |
| All | +815.3% | +1,108.5% | -293.2% | +445.5% |
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 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