+69.6%
IWM vs BIDU
-27.4%
+97.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.4% | -4.6% | +6.0% | +2.1% |
| 30D | +2.3% | -4.5% | +6.8% | +3.0% |
| 3M | -8.3% | -25.4% | +17.0% | -4.6% |
| 6M | -1.3% | -48.1% | +46.8% | +8.0% |
| YTD | +13.5% | -40.2% | +53.7% | +20.9% |
| 1Y | +18.4% | -35.2% | +53.6% | +24.4% |
| 3Y | +69.6% | -27.1% | +96.7% | +68.7% |
| All | +69.6% | -27.4% | +97.0% | +68.7% |
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 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