+195.5%
IWD vs BIDU
-49.1%
+244.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.3% | -5.2% | +2.9% | -1.7% |
| 30D | -1.8% | -14.5% | +12.7% | 0.0% |
| 3M | +8.0% | -22.9% | +30.9% | +11.3% |
| 6M | +17.0% | -27.8% | +44.8% | +21.1% |
| YTD | +21.3% | -30.7% | +51.9% | +25.8% |
| 1Y | +27.9% | -15.8% | +43.8% | +28.4% |
| 3Y | +70.1% | -33.2% | +103.3% | +72.7% |
| 5Y | +74.2% | -44.8% | +119.0% | +74.3% |
| All | +195.5% | -49.1% | +244.6% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling