-97.9%
IRE vs BUD
+39.5%
-137.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +1.8% | -35.8% | -32.9% |
| 7D | -57.1% | +7.1% | -64.3% | -55.4% |
| 30D | -84.4% | +12.7% | -97.1% | -83.9% |
| 3M | -85.0% | 0.0% | -85.0% | -84.0% |
| 6M | -95.2% | +7.6% | -102.8% | -95.1% |
| YTD | -93.9% | +35.0% | -129.0% | -92.6% |
| 1Y | -98.8% | +37.6% | -136.4% | -98.5% |
| All | -97.9% | +39.5% | -137.4% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling