+417.1%
IRM vs BUD
-23.5%
+440.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +1.6% | +0.8% | +0.9% | +1.4% |
| 30D | -4.2% | -4.8% | +0.6% | -2.6% |
| 3M | -5.4% | +1.4% | -6.7% | -6.1% |
| 6M | +12.0% | +9.9% | +2.2% | +7.8% |
| YTD | +42.0% | +26.3% | +15.7% | +30.0% |
| 1Y | +29.9% | +36.1% | -6.3% | +15.5% |
| 3Y | +104.4% | +48.6% | +55.8% | +72.9% |
| 5Y | +191.0% | +45.0% | +146.0% | +143.6% |
| 10Y | +417.1% | -23.1% | +440.2% | +396.3% |
| All | +417.1% | -23.5% | +440.6% | +396.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling