-97.1%
IRE vs BUD
+37.4%
-134.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.5% | +41.0% | +38.6% |
| 7D | -27.2% | +4.5% | -31.6% | -24.9% |
| 30D | -75.1% | +12.5% | -87.6% | -74.6% |
| 3M | -77.9% | 0.0% | -77.9% | -76.8% |
| 6M | -94.6% | +3.8% | -98.4% | -94.4% |
| YTD | -91.5% | +33.1% | -124.6% | -89.7% |
| 1Y | -97.8% | +35.5% | -133.3% | -97.2% |
| All | -97.1% | +37.4% | -134.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling