+451.2%
IYR vs BUD
+214.2%
+237.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.5% |
| 30D | +5.7% | +6.7% | -0.9% | +3.0% |
| 3M | -0.6% | +5.9% | -6.5% | -3.0% |
| 6M | +0.5% | +5.1% | -4.5% | -1.9% |
| YTD | +10.4% | +32.9% | -22.4% | -1.9% |
| 1Y | +9.2% | +31.8% | -22.6% | -2.8% |
| 3Y | +40.5% | +47.4% | -6.8% | +17.8% |
| 5Y | +5.9% | +50.8% | -44.9% | -13.6% |
| 10Y | +86.5% | -5.1% | +91.6% | +68.1% |
| All | +451.2% | +214.2% | +237.0% | +148.0% |
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 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