-16.5%
IT vs BUD
+33.8%
-50.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | -1.8% | +6.7% | -8.5% | -3.4% |
| 3M | +4.8% | +5.7% | -0.9% | +3.1% |
| 6M | +33.0% | +5.8% | +27.2% | +31.4% |
| YTD | -23.8% | +34.4% | -58.2% | -30.0% |
| 1Y | -16.5% | +33.3% | -49.8% | -23.0% |
| All | -16.5% | +33.8% | -50.3% | -23.0% |
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