+43.6%
IVZ vs BIDU
-50.9%
+94.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +2.2% | +3.6% | -1.4% | +1.2% |
| 30D | -2.2% | -6.6% | +4.4% | -0.3% |
| 3M | -8.4% | -27.2% | +18.8% | -0.7% |
| 6M | +6.2% | -43.5% | +49.7% | +22.5% |
| YTD | +12.4% | -39.0% | +51.4% | +25.8% |
| 1Y | +26.0% | -39.8% | +65.8% | +41.0% |
| 3Y | +147.9% | -24.8% | +172.6% | +149.4% |
| 5Y | +38.8% | -50.7% | +89.4% | +46.2% |
| All | +43.6% | -50.9% | +94.6% | +24.9% |
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