+7.1%
IYR vs BUD
+45.4%
-38.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -2.4% | -6.1% | +3.8% | -0.4% |
| 3M | -2.0% | -3.8% | +1.7% | -1.0% |
| 6M | +2.5% | +8.2% | -5.7% | -0.6% |
| YTD | +8.3% | +23.6% | -15.3% | +0.2% |
| 1Y | +6.5% | +33.4% | -27.0% | -4.2% |
| 3Y | +29.3% | +45.3% | -16.0% | +11.1% |
| All | +7.1% | +45.4% | -38.3% | -10.8% |
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