+23.3%
IRM vs BUD
+33.8%
-10.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | +3.0% | -1.3% | +4.3% | +3.4% |
| 30D | -5.2% | -6.1% | +0.9% | -3.4% |
| 3M | -8.0% | -3.8% | -4.3% | -7.1% |
| 6M | +9.2% | +8.2% | +1.0% | +4.5% |
| YTD | +41.0% | +23.6% | +17.4% | +35.4% |
| 1Y | +23.3% | +33.4% | -10.2% | +21.0% |
| All | +23.3% | +33.8% | -10.5% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling