+65.5%
IWF vs BIDU
-27.4%
+92.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +2.8% | -4.6% | +7.4% | +3.5% |
| 30D | -7.5% | -4.5% | -3.0% | -6.9% |
| 3M | -8.5% | -25.4% | +16.9% | -4.6% |
| 6M | -7.4% | -48.1% | +40.7% | +1.5% |
| YTD | -2.6% | -40.2% | +37.6% | +3.8% |
| 1Y | -1.8% | -35.2% | +33.4% | +3.3% |
| 3Y | +65.5% | -27.1% | +92.6% | +63.8% |
| All | +65.5% | -27.4% | +92.8% | +63.8% |
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