+41.5%
IVZ vs BUD
-2.1%
+43.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.7% |
| 7D | +7.6% | +1.0% | +6.6% | +7.1% |
| 30D | +4.3% | +6.7% | -2.3% | +0.2% |
| 3M | -9.3% | +5.7% | -15.1% | -12.8% |
| 6M | +5.2% | +5.8% | -0.6% | +0.4% |
| YTD | +13.4% | +34.4% | -21.0% | -6.7% |
| 1Y | +25.4% | +33.3% | -7.9% | +3.5% |
| 3Y | +152.5% | +48.8% | +103.7% | +89.6% |
| 5Y | +36.7% | +52.5% | -15.8% | -0.2% |
| All | +41.5% | -2.1% | +43.6% | +10.9% |
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