-97.6%
IRE vs BUD
+40.9%
-138.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.1% | -16.9% | -15.0% |
| 7D | -41.9% | +6.0% | -47.9% | -39.2% |
| 30D | -75.1% | +11.3% | -86.4% | -74.0% |
| 3M | -82.4% | +3.6% | -86.0% | -81.3% |
| 6M | -95.5% | +7.7% | -103.2% | -95.4% |
| YTD | -93.1% | +36.4% | -129.4% | -91.4% |
| 1Y | -97.8% | +37.8% | -135.6% | -97.0% |
| All | -97.6% | +40.9% | -138.5% | -96.9% |
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