+53.6%
IJR vs BUD
+44.4%
+9.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -3.6% | -6.1% | +2.5% | -2.2% |
| 3M | +2.3% | -3.8% | +6.1% | +3.0% |
| 6M | +14.3% | +8.2% | +6.2% | +11.6% |
| YTD | +19.3% | +23.6% | -4.3% | +12.3% |
| 1Y | +22.6% | +33.4% | -10.8% | +13.2% |
| All | +53.6% | +44.4% | +9.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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