+74.2%
IWD vs BIDU
-51.6%
+125.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -0.6% | -0.8% | +0.3% | -0.5% |
| 30D | +3.6% | -5.4% | +9.0% | +4.1% |
| 3M | +2.7% | -24.7% | +27.4% | +5.4% |
| 6M | +13.2% | -45.3% | +58.5% | +19.7% |
| YTD | +26.8% | -39.0% | +65.7% | +31.9% |
| 1Y | +29.3% | -39.6% | +68.8% | +34.5% |
| 3Y | +85.1% | -24.7% | +109.9% | +84.4% |
| 5Y | +74.2% | -52.3% | +126.5% | +78.0% |
| All | +74.2% | -51.6% | +125.8% | +78.0% |
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