+28.1%
IYR vs BIDU
-34.9%
+63.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.8% |
| 7D | -2.8% | -5.2% | +2.4% | -2.5% |
| 30D | -2.5% | -14.5% | +12.0% | -1.7% |
| 3M | -3.0% | -22.9% | +19.9% | -1.5% |
| 6M | +1.6% | -27.8% | +29.5% | +3.4% |
| YTD | +7.3% | -30.7% | +38.0% | +9.2% |
| 1Y | +5.6% | -15.8% | +21.4% | +5.1% |
| All | +28.1% | -34.9% | +63.0% | +32.1% |
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