+492.5%
IWM vs BIDU
+1,407.1%
-914.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | -1.3% | -10.5% | +9.2% | +0.8% |
| 3M | +1.6% | -26.2% | +27.8% | +7.7% |
| 6M | +13.6% | -16.4% | +30.0% | +16.5% |
| YTD | +20.8% | -23.9% | +44.6% | +25.8% |
| 1Y | +26.4% | +1.3% | +25.1% | +22.6% |
| 3Y | +60.7% | -32.1% | +92.8% | +64.8% |
| 5Y | +38.2% | -39.0% | +77.2% | +35.9% |
| 10Y | +169.5% | -44.0% | +213.5% | +150.7% |
| All | +492.5% | +1,407.1% | -914.7% | +203.0% |
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