-98.0%
IRE vs BUD
+38.8%
-136.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.1% | -15.5% | -13.5% |
| 7D | -31.8% | +1.0% | -32.9% | -31.1% |
| 30D | -71.8% | +6.7% | -78.4% | -70.6% |
| 3M | -88.9% | +5.7% | -94.6% | -88.4% |
| 6M | -95.4% | +5.8% | -101.2% | -95.2% |
| YTD | -94.2% | +34.4% | -128.6% | -92.9% |
| 1Y | -97.1% | +33.3% | -130.4% | -96.1% |
| All | -98.0% | +38.8% | -136.8% | -97.4% |
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