+240.0%
IYR vs BIDU
+1,083.9%
-844.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | -4.6% | +5.1% | +1.4% |
| 30D | +6.6% | -4.5% | +11.1% | +7.4% |
| 3M | -1.8% | -25.4% | +23.5% | +3.1% |
| 6M | +1.4% | -48.1% | +49.5% | +13.2% |
| YTD | +10.5% | -40.2% | +50.7% | +19.0% |
| 1Y | +10.6% | -35.2% | +45.9% | +17.0% |
| 3Y | +41.8% | -27.1% | +68.9% | +41.3% |
| 5Y | +6.0% | -54.2% | +60.2% | +8.5% |
| 10Y | +86.7% | -52.0% | +138.7% | +72.1% |
| All | +240.0% | +1,083.9% | -844.0% | +57.5% |
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