+236.9%
IYR vs BIDU
+1,302.3%
-1,065.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +1.2% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -2.5% | -15.6% | +13.1% | +0.2% |
| 3M | +1.5% | -22.3% | +23.7% | +5.5% |
| 6M | +3.9% | -22.3% | +26.1% | +7.3% |
| YTD | +9.5% | -29.2% | +38.7% | +14.5% |
| 1Y | +7.5% | -14.8% | +22.3% | +7.4% |
| 3Y | +30.8% | -31.8% | +62.6% | +32.4% |
| 5Y | +4.8% | -43.1% | +47.9% | +2.8% |
| 10Y | +64.3% | -50.6% | +115.0% | +51.7% |
| All | +236.9% | +1,302.3% | -1,065.4% | +51.6% |
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