+71.5%
IWD vs BIDU
-32.1%
+103.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.1% | -0.2% |
| 7D | -0.2% | -2.4% | +2.3% | 0.0% |
| 30D | -0.8% | -15.6% | +14.9% | +0.6% |
| 3M | +8.0% | -22.3% | +30.3% | +10.2% |
| 6M | +18.2% | -22.3% | +40.4% | +20.2% |
| YTD | +22.3% | -29.2% | +51.5% | +25.2% |
| 1Y | +28.9% | -14.8% | +43.7% | +28.8% |
| 3Y | +71.5% | -31.8% | +103.3% | +72.4% |
| All | +71.5% | -32.1% | +103.6% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling