+171.7%
IWM vs BIDU
-50.6%
+222.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | -3.1% | -16.0% | +12.8% | 0.0% |
| 3M | +2.2% | -24.0% | +26.2% | +7.4% |
| 6M | +15.1% | -24.9% | +39.9% | +20.5% |
| YTD | +18.6% | -29.6% | +48.1% | +25.2% |
| 1Y | +24.0% | -15.2% | +39.1% | +24.7% |
| 3Y | +63.7% | -32.2% | +95.9% | +67.7% |
| 5Y | +38.2% | -43.8% | +82.0% | +38.9% |
| 10Y | +171.7% | -49.5% | +221.2% | +140.7% |
| All | +171.7% | -50.6% | +222.3% | +140.7% |
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