+1,055.5%
IWF vs BIDU
+1,083.9%
-28.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +2.8% | -4.6% | +7.4% | +3.7% |
| 30D | -7.5% | -4.5% | -3.0% | -6.8% |
| 3M | -8.5% | -25.4% | +16.9% | -3.6% |
| 6M | -7.4% | -48.1% | +40.7% | +4.0% |
| YTD | -2.6% | -40.2% | +37.6% | +5.6% |
| 1Y | -1.8% | -35.2% | +33.4% | +4.7% |
| 3Y | +65.5% | -27.1% | +92.6% | +67.1% |
| 5Y | +55.8% | -54.2% | +110.0% | +63.0% |
| 10Y | +384.9% | -52.0% | +436.9% | +372.4% |
| All | +1,055.5% | +1,083.9% | -28.4% | +596.7% |
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 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