+1,005.2%
IRM vs BUD
+201.1%
+804.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | -8.1% | -5.7% | -2.4% | -6.2% |
| 3M | -9.7% | +3.1% | -12.8% | -10.9% |
| 6M | +10.0% | +7.9% | +2.1% | +6.6% |
| YTD | +43.0% | +27.3% | +15.7% | +30.5% |
| 1Y | +32.7% | +37.8% | -5.1% | +17.4% |
| 3Y | +102.7% | +49.8% | +52.9% | +71.1% |
| 5Y | +187.6% | +43.8% | +143.7% | +142.0% |
| 10Y | +420.1% | -22.6% | +442.7% | +410.7% |
| All | +1,005.2% | +201.1% | +804.1% | +531.2% |
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