+5.4%
IYR vs BIDU
-54.4%
+59.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | -4.6% | +5.1% | +1.0% |
| 30D | +6.6% | -4.5% | +11.1% | +7.0% |
| 3M | -1.8% | -25.4% | +23.5% | +0.6% |
| 6M | +1.4% | -48.1% | +49.5% | +7.3% |
| YTD | +10.5% | -40.2% | +50.7% | +14.7% |
| 1Y | +10.6% | -35.2% | +45.9% | +13.8% |
| 3Y | +41.8% | -27.1% | +68.9% | +41.0% |
| All | +5.4% | -54.4% | +59.8% | +6.7% |
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 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