+73.3%
IWD vs BIDU
-42.3%
+115.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.2% | -2.4% | +1.3% | -1.0% |
| 30D | -1.6% | -16.0% | +14.3% | -0.1% |
| 3M | +7.0% | -24.0% | +31.0% | +9.6% |
| 6M | +17.0% | -24.9% | +41.8% | +19.6% |
| YTD | +21.6% | -29.6% | +51.2% | +24.8% |
| 1Y | +28.0% | -15.2% | +43.2% | +28.2% |
| 3Y | +70.6% | -32.2% | +102.7% | +72.0% |
| 5Y | +73.3% | -43.8% | +117.1% | +73.4% |
| All | +73.3% | -42.3% | +115.6% | +73.4% |
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 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