+507.7%
IWD vs BIDU
+1,407.1%
-899.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.7% | -1.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | +0.6% | -10.5% | +11.1% | +2.1% |
| 3M | +7.2% | -26.2% | +33.4% | +11.9% |
| 6M | +16.2% | -16.4% | +32.6% | +18.4% |
| YTD | +23.3% | -23.9% | +47.2% | +27.0% |
| 1Y | +29.6% | +1.3% | +28.3% | +26.4% |
| 3Y | +70.5% | -32.1% | +102.5% | +73.1% |
| 5Y | +73.5% | -39.0% | +112.4% | +69.8% |
| 10Y | +198.3% | -44.0% | +242.4% | +176.8% |
| All | +507.7% | +1,407.1% | -899.4% | +246.3% |
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