+425.3%
IAG vs BUD
-24.2%
+449.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.8% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | +11.4% | -6.1% | +17.6% | +13.4% |
| 3M | +33.0% | -3.8% | +36.8% | +34.1% |
| 6M | -6.0% | +8.2% | -14.2% | -8.6% |
| YTD | +24.6% | +23.6% | +1.0% | +16.5% |
| 1Y | +105.0% | +33.4% | +71.6% | +87.1% |
| 3Y | +837.9% | +45.3% | +792.6% | +738.5% |
| 5Y | +817.0% | +44.3% | +772.7% | +708.4% |
| 10Y | +425.3% | -22.8% | +448.1% | +425.2% |
| All | +425.3% | -24.2% | +449.5% | +425.2% |
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 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