+50.5%
IVZ vs BUD
-8.7%
+59.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.0% |
| 7D | +4.1% | +1.3% | +2.8% | +3.2% |
| 30D | -2.0% | +10.0% | -12.1% | -7.4% |
| 3M | -7.8% | +1.6% | -9.4% | -9.3% |
| 6M | +6.3% | +6.5% | -0.2% | +1.1% |
| YTD | +12.6% | +34.8% | -22.3% | -7.4% |
| 1Y | +27.6% | +36.5% | -8.8% | +4.1% |
| 3Y | +154.0% | +49.0% | +105.1% | +91.3% |
| 5Y | +37.3% | +51.7% | -14.4% | +0.9% |
| 10Y | +50.5% | -7.5% | +58.1% | +16.4% |
| All | +50.5% | -8.7% | +59.3% | +16.4% |
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