+365.6%
IAG vs BUD
-2.1%
+367.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | -7.7% | +1.0% | -8.7% | -7.9% |
| 30D | +1.6% | +6.7% | -5.1% | -0.4% |
| 3M | -2.4% | +5.7% | -8.1% | -4.2% |
| 6M | -7.8% | +5.8% | -13.6% | -9.9% |
| YTD | +5.0% | +34.4% | -29.4% | -4.1% |
| 1Y | +25.7% | +33.3% | -7.6% | +14.9% |
| 3Y | +694.5% | +48.8% | +645.7% | +605.0% |
| 5Y | +421.7% | +52.5% | +369.2% | +352.9% |
| All | +365.6% | -2.1% | +367.7% | +267.2% |
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