+342.4%
IVZ vs BIDU
+1,076.2%
-733.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.2% |
| 7D | +5.1% | -2.3% | +7.5% | +5.8% |
| 30D | -1.6% | -7.3% | +5.7% | +0.7% |
| 3M | -9.1% | -26.0% | +16.8% | -1.0% |
| 6M | +1.8% | -44.5% | +46.3% | +20.0% |
| YTD | +10.8% | -40.6% | +51.4% | +26.6% |
| 1Y | +19.1% | -39.8% | +58.9% | +35.0% |
| 3Y | +144.4% | -26.7% | +171.1% | +148.3% |
| 5Y | +33.6% | -54.5% | +88.0% | +43.9% |
| 10Y | +41.7% | -52.4% | +94.0% | +35.4% |
| All | +342.4% | +1,076.2% | -733.8% | +99.1% |
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