+50.5%
IVZ vs BIDU
-51.3%
+101.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.0% |
| 7D | +4.1% | +5.4% | -1.3% | +2.7% |
| 30D | -2.0% | -5.0% | +3.0% | -0.6% |
| 3M | -7.8% | -26.1% | +18.3% | -0.4% |
| 6M | +6.3% | -42.6% | +48.9% | +22.1% |
| YTD | +12.6% | -38.0% | +50.5% | +25.4% |
| 1Y | +27.6% | -35.7% | +63.3% | +40.3% |
| 3Y | +154.0% | -22.9% | +177.0% | +154.0% |
| 5Y | +37.3% | -49.9% | +87.2% | +44.1% |
| 10Y | +50.5% | -52.0% | +102.5% | +33.5% |
| All | +50.5% | -51.3% | +101.9% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling