+413.4%
IWF vs BIDU
-48.7%
+462.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.9% | -8.1% | +7.2% | +0.7% |
| 30D | -1.7% | -12.8% | +11.1% | +0.7% |
| 3M | +0.7% | -21.3% | +21.9% | +5.2% |
| 6M | +8.6% | -27.0% | +35.5% | +14.4% |
| YTD | +3.5% | -30.0% | +33.6% | +9.5% |
| 1Y | +7.0% | -18.3% | +25.3% | +8.6% |
| 3Y | +76.3% | -33.8% | +110.2% | +81.6% |
| 5Y | +74.8% | -44.3% | +119.1% | +76.4% |
| All | +413.4% | -48.7% | +462.1% | +365.7% |
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