+981.0%
IVV vs BUD
+219.3%
+761.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.0% |
| 7D | -4.8% | +7.1% | -11.9% | -7.1% |
| 30D | -5.9% | +12.7% | -18.6% | -9.9% |
| 3M | -4.5% | 0.0% | -4.6% | -4.9% |
| 6M | +1.8% | +7.6% | -5.7% | -1.4% |
| YTD | +8.4% | +35.0% | -26.6% | -3.7% |
| 1Y | +9.4% | +37.6% | -28.2% | -3.5% |
| 3Y | +75.3% | +51.5% | +23.7% | +46.1% |
| 5Y | +67.8% | +50.2% | +17.5% | +38.0% |
| 10Y | +314.2% | -7.2% | +321.4% | +282.5% |
| All | +981.0% | +219.3% | +761.7% | +466.5% |
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