+40.0%
IWM vs BIDU
-44.5%
+84.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | -2.3% | -15.6% | +13.4% | +0.3% |
| 3M | +4.0% | -22.3% | +26.3% | +8.0% |
| 6M | +17.9% | -22.3% | +40.2% | +21.9% |
| YTD | +20.2% | -29.2% | +49.4% | +25.7% |
| 1Y | +25.0% | -14.8% | +39.8% | +25.5% |
| 3Y | +66.0% | -31.8% | +97.8% | +69.1% |
| 5Y | +40.0% | -43.1% | +83.2% | +42.3% |
| All | +40.0% | -44.5% | +84.5% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling