+27.4%
IVZ vs BIDU
-48.7%
+76.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.7% |
| 7D | -2.4% | +7.2% | -9.6% | -4.0% |
| 30D | -11.2% | -4.0% | -7.2% | -10.3% |
| 3M | -14.0% | -25.1% | +11.1% | -8.3% |
| 6M | +0.5% | -41.8% | +42.2% | +13.0% |
| YTD | +5.4% | -37.3% | +42.8% | +15.6% |
| 1Y | +19.5% | -35.6% | +55.0% | +29.7% |
| 3Y | +128.7% | -24.5% | +153.2% | +130.0% |
| All | +27.4% | -48.7% | +76.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling