+26.0%
IVZ vs BIDU
-38.7%
+64.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +2.2% | +3.6% | -1.4% | +1.3% |
| 30D | -2.2% | -6.6% | +4.4% | -0.6% |
| 3M | -8.4% | -27.2% | +18.8% | -1.9% |
| 6M | +6.2% | -43.5% | +49.7% | +19.9% |
| YTD | +12.4% | -39.0% | +51.4% | +23.1% |
| 1Y | +26.0% | -39.8% | +65.8% | +38.2% |
| All | +26.0% | -38.7% | +64.7% | +38.2% |
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