-20.9%
IFF vs BUD
-22.3%
+1.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | -3.2% | -2.6% | -0.5% | -2.2% |
| 30D | -0.3% | -1.2% | +0.9% | +0.2% |
| 3M | +8.4% | -4.9% | +13.4% | +10.4% |
| 6M | +23.0% | +9.3% | +13.8% | +19.0% |
| YTD | +25.5% | +24.0% | +1.5% | +16.1% |
| 1Y | +29.1% | +34.5% | -5.5% | +15.9% |
| 3Y | +31.7% | +43.7% | -12.0% | +13.8% |
| 5Y | -35.2% | +46.0% | -81.2% | -44.8% |
| All | -20.9% | -22.3% | +1.4% | -26.7% |
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 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