+44.6%
IVZ vs BUD
-4.3%
+48.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.8% |
| 7D | +2.2% | +6.0% | -3.9% | -1.1% |
| 30D | -2.2% | +11.3% | -13.4% | -8.2% |
| 3M | -8.4% | +3.6% | -12.0% | -10.9% |
| 6M | +6.2% | +7.7% | -1.5% | +0.3% |
| YTD | +12.4% | +36.4% | -24.0% | -8.2% |
| 1Y | +26.0% | +37.8% | -11.8% | +2.1% |
| 3Y | +147.9% | +51.2% | +96.6% | +84.8% |
| 5Y | +38.8% | +53.4% | -14.6% | +1.2% |
| 10Y | +44.6% | -3.2% | +47.8% | +12.3% |
| All | +44.6% | -4.3% | +48.9% | +12.3% |
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