+647.4%
IAG vs BUD
+49.3%
+598.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.8% |
| 7D | +21.4% | +4.5% | +17.0% | +19.2% |
| 30D | +4.0% | +12.5% | -8.5% | -1.5% |
| 3M | +17.0% | 0.0% | +17.0% | +16.5% |
| 6M | +1.4% | +3.8% | -2.4% | -1.6% |
| YTD | +13.8% | +33.1% | -19.3% | -3.1% |
| 1Y | +55.8% | +35.5% | +20.3% | +31.3% |
| 3Y | +647.4% | +49.4% | +598.0% | +463.2% |
| All | +647.4% | +49.3% | +598.1% | +463.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling