+128.7%
IVZ vs BUD
+51.6%
+77.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.8% | -9.8% | -8.5% |
| 7D | -6.7% | +7.1% | -13.8% | -8.4% |
| 30D | -10.9% | +12.7% | -23.5% | -13.9% |
| 3M | -14.8% | 0.0% | -14.9% | -14.9% |
| 6M | +2.4% | +7.6% | -5.2% | -0.4% |
| YTD | +5.4% | +35.0% | -29.6% | -6.0% |
| 1Y | +19.6% | +37.6% | -18.0% | +5.8% |
| All | +128.7% | +51.6% | +77.1% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling