+715.5%
IJR vs BUD
+201.1%
+514.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.2% | +0.3% | -0.4% | -0.3% |
| 30D | -2.4% | -5.7% | +3.3% | 0.0% |
| 3M | +3.9% | +3.1% | +0.8% | +2.2% |
| 6M | +12.4% | +7.9% | +4.5% | +7.9% |
| YTD | +21.5% | +27.3% | -5.8% | +8.1% |
| 1Y | +24.0% | +37.8% | -13.8% | +6.3% |
| 3Y | +49.7% | +49.8% | -0.1% | +20.6% |
| 5Y | +39.7% | +43.8% | -4.2% | +12.1% |
| 10Y | +169.0% | -22.6% | +191.6% | +163.5% |
| All | +715.5% | +201.1% | +514.5% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling