+1,136.2%
IWF vs BIDU
+1,302.3%
-166.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.6% | +1.0% |
| 7D | +1.5% | -2.4% | +3.9% | +1.9% |
| 30D | -1.3% | -15.6% | +14.4% | +1.7% |
| 3M | +0.1% | -22.3% | +22.4% | +4.5% |
| 6M | +10.3% | -22.3% | +32.5% | +14.5% |
| YTD | +4.2% | -29.2% | +33.3% | +9.5% |
| 1Y | +9.3% | -14.8% | +24.1% | +10.1% |
| 3Y | +79.3% | -31.8% | +111.1% | +83.3% |
| 5Y | +73.8% | -43.1% | +116.9% | +74.2% |
| 10Y | +410.9% | -50.6% | +461.5% | +394.3% |
| All | +1,136.2% | +1,302.3% | -166.1% | +622.4% |
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 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