+458.8%
IWM vs BIDU
+1,076.2%
-617.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -1.1% |
| 7D | +2.8% | -2.3% | +5.1% | +3.2% |
| 30D | +0.6% | -7.3% | +7.9% | +2.2% |
| 3M | -7.8% | -26.0% | +18.2% | -2.1% |
| 6M | -1.0% | -44.5% | +43.6% | +11.0% |
| YTD | +13.9% | -40.6% | +54.5% | +24.8% |
| 1Y | +15.4% | -39.8% | +55.2% | +25.8% |
| 3Y | +70.2% | -26.7% | +96.9% | +71.4% |
| 5Y | +23.7% | -54.5% | +78.2% | +29.6% |
| 10Y | +147.8% | -52.4% | +200.1% | +138.4% |
| All | +458.8% | +1,076.2% | -617.5% | +200.7% |
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