+56.6%
IBN vs BUD
+45.2%
+11.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | -2.2% | +0.8% | -2.9% | -2.4% |
| 30D | -2.3% | -4.8% | +2.5% | -1.1% |
| 3M | +15.9% | +1.4% | +14.5% | +15.3% |
| 6M | +5.6% | +9.9% | -4.3% | +2.6% |
| YTD | -0.1% | +26.3% | -26.4% | -6.3% |
| 1Y | -6.5% | +36.1% | -42.7% | -14.1% |
| 3Y | +29.3% | +48.6% | -19.3% | +12.6% |
| 5Y | +56.6% | +45.0% | +11.6% | +38.2% |
| All | +56.6% | +45.2% | +11.4% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling