+65.1%
IVZ vs BUD
+46.3%
+18.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | +0.3% | +0.4% | +0.5% |
| 30D | +4.0% | -5.7% | +9.7% | +7.0% |
| 3M | +18.2% | +3.1% | +15.1% | +15.6% |
| 6M | +32.8% | +7.9% | +24.9% | +26.2% |
| YTD | +28.7% | +27.3% | +1.4% | +11.0% |
| 1Y | +55.4% | +37.8% | +17.6% | +27.7% |
| 3Y | +135.2% | +49.8% | +85.4% | +77.0% |
| All | +65.1% | +46.3% | +18.8% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling