+51.7%
IVZ vs BIDU
-15.6%
+67.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.7% | -0.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | +3.1% | -15.6% | +18.7% | +6.5% |
| 3M | +18.2% | -22.3% | +40.5% | +23.9% |
| 6M | +38.6% | -22.3% | +60.9% | +44.1% |
| YTD | +25.9% | -29.2% | +55.1% | +32.8% |
| 1Y | +51.7% | -14.8% | +66.5% | +59.9% |
| All | +51.7% | -15.6% | +67.3% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling