+65.6%
IYR vs BUD
-22.8%
+88.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.8% | -3.2% | +0.4% | -1.7% |
| 30D | -2.5% | -3.7% | +1.1% | -1.3% |
| 3M | -3.0% | -4.4% | +1.5% | -1.6% |
| 6M | +1.6% | +7.7% | -6.1% | -1.5% |
| YTD | +7.3% | +23.1% | -15.8% | -1.0% |
| 1Y | +5.6% | +33.6% | -28.0% | -5.5% |
| 3Y | +28.1% | +44.7% | -16.6% | +9.7% |
| 5Y | +6.1% | +44.9% | -38.8% | -11.0% |
| All | +65.6% | -22.8% | +88.5% | +48.9% |
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