+5.9%
IYR vs BUD
+50.1%
-44.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.4% |
| 30D | +5.7% | +6.7% | -0.9% | +3.3% |
| 3M | -0.6% | +5.9% | -6.5% | -2.7% |
| 6M | +0.5% | +5.1% | -4.5% | -1.6% |
| YTD | +10.4% | +32.9% | -22.4% | -0.8% |
| 1Y | +9.2% | +31.8% | -22.6% | -1.7% |
| 3Y | +40.5% | +47.4% | -6.8% | +19.4% |
| 5Y | +5.9% | +50.8% | -44.9% | -14.2% |
| All | +5.9% | +50.1% | -44.2% | -14.2% |
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 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