+64.7%
IVZ vs BIDU
-47.5%
+112.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | 0.0% |
| 7D | +0.6% | +2.4% | -1.8% | 0.0% |
| 30D | +4.0% | -10.5% | +14.5% | +6.8% |
| 3M | +18.2% | -26.2% | +44.4% | +27.4% |
| 6M | +32.8% | -16.4% | +49.2% | +37.5% |
| YTD | +28.7% | -23.9% | +52.6% | +35.9% |
| 1Y | +55.4% | +1.3% | +54.1% | +49.6% |
| 3Y | +135.2% | -32.1% | +167.3% | +144.6% |
| 5Y | +64.2% | -39.0% | +103.2% | +63.2% |
| All | +64.7% | -47.5% | +112.1% | +41.5% |
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