+87.0%
IAG vs BUD
+222.5%
-135.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.0% |
| 7D | +16.8% | +6.0% | +10.8% | +14.8% |
| 30D | -1.5% | +11.3% | -12.8% | -4.8% |
| 3M | +0.5% | +3.6% | -3.1% | -0.9% |
| 6M | -1.0% | +7.7% | -8.7% | -3.9% |
| YTD | +12.3% | +36.4% | -24.1% | +1.4% |
| 1Y | +39.2% | +37.8% | +1.4% | +25.3% |
| 3Y | +712.3% | +51.2% | +661.0% | +609.5% |
| 5Y | +484.2% | +53.4% | +430.8% | +401.2% |
| 10Y | +382.3% | -3.2% | +385.5% | +353.4% |
| All | +87.0% | +222.5% | -135.4% | -5.7% |
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