-83.7%
IRE vs BUD
+31.5%
-115.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.2% | +13.8% | +14.0% |
| 7D | +54.8% | +0.3% | +54.5% | +54.7% |
| 30D | +18.4% | -5.7% | +24.1% | +20.6% |
| 3M | -66.7% | +3.1% | -69.9% | -68.6% |
| 6M | -52.3% | +7.9% | -60.2% | -57.6% |
| YTD | -52.3% | +27.3% | -79.6% | -44.1% |
| All | -83.7% | +31.5% | -115.2% | -79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling