-97.8%
IRE vs BUD
+38.6%
-136.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.1% | -16.9% | -14.9% |
| 7D | -41.9% | +6.0% | -47.9% | -38.7% |
| 30D | -75.1% | +11.3% | -86.4% | -73.5% |
| 3M | -82.4% | +3.6% | -86.0% | -81.1% |
| 6M | -95.5% | +7.7% | -103.2% | -95.3% |
| YTD | -93.1% | +36.4% | -129.4% | -89.8% |
| 1Y | -97.8% | +37.8% | -135.6% | -96.5% |
| All | -97.8% | +38.6% | -136.4% | -96.5% |
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