+447.2%
IYR vs BUD
+201.1%
+246.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -2.9% | -5.7% | +2.8% | -0.7% |
| 3M | +0.8% | +3.1% | -2.3% | -0.5% |
| 6M | +1.9% | +7.9% | -6.0% | -1.6% |
| YTD | +9.6% | +27.3% | -17.7% | -0.8% |
| 1Y | +8.1% | +37.8% | -29.7% | -5.3% |
| 3Y | +29.2% | +49.8% | -20.6% | +7.8% |
| 5Y | +4.3% | +43.8% | -39.5% | -13.4% |
| 10Y | +64.7% | -22.6% | +87.3% | +62.2% |
| All | +447.2% | +201.1% | +246.1% | +150.9% |
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 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