-97.2%
IRE vs BUD
+39.3%
-136.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -1.6% |
| 7D | -15.5% | +1.3% | -16.9% | -13.3% |
| 30D | -70.4% | +10.0% | -80.4% | -69.4% |
| 3M | -81.6% | +1.6% | -83.2% | -80.5% |
| 6M | -94.7% | +6.5% | -101.2% | -94.6% |
| YTD | -91.8% | +34.8% | -126.6% | -89.9% |
| 1Y | -97.6% | +36.5% | -134.0% | -96.8% |
| All | -97.2% | +39.3% | -136.5% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling