-95.2%
IRE vs BUD
+8.6%
-103.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +1.8% | -35.8% | -30.7% |
| 7D | -57.1% | +7.1% | -64.3% | -50.3% |
| 30D | -84.4% | +12.7% | -97.1% | -81.2% |
| 3M | -85.0% | 0.0% | -85.0% | -82.4% |
| 6M | -95.2% | +7.6% | -102.8% | -94.8% |
| All | -95.2% | +8.6% | -103.8% | -94.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling