+320.8%
IVZ vs BIDU
+1,140.5%
-819.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | -2.4% | +7.2% | -9.6% | -4.4% |
| 30D | -11.2% | -4.0% | -7.2% | -10.1% |
| 3M | -14.0% | -25.1% | +11.1% | -6.6% |
| 6M | +0.5% | -41.8% | +42.2% | +16.8% |
| YTD | +5.4% | -37.3% | +42.8% | +18.5% |
| 1Y | +19.5% | -35.6% | +55.0% | +32.6% |
| 3Y | +128.7% | -24.5% | +153.2% | +130.4% |
| 5Y | +28.8% | -48.3% | +77.0% | +33.3% |
| 10Y | +52.3% | -51.2% | +103.5% | +44.6% |
| All | +320.8% | +1,140.5% | -819.7% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling