+173.3%
IRM vs BUD
+48.8%
+124.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.4% |
| 7D | -8.6% | +4.5% | -13.1% | -10.0% |
| 30D | -8.0% | +12.5% | -20.5% | -11.8% |
| 3M | -12.0% | 0.0% | -12.0% | -12.4% |
| 6M | -18.2% | +3.8% | -22.0% | -19.7% |
| YTD | +31.4% | +33.1% | -1.7% | +18.2% |
| 1Y | +9.2% | +35.5% | -26.3% | -2.4% |
| 3Y | +94.6% | +49.4% | +45.2% | +64.8% |
| All | +173.3% | +48.8% | +124.5% | +118.3% |
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 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