+37.3%
IVZ vs BUD
+51.0%
-13.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.1% |
| 7D | +4.1% | +1.3% | +2.8% | +3.4% |
| 30D | -2.0% | +10.0% | -12.1% | -6.7% |
| 3M | -7.8% | +1.6% | -9.4% | -9.0% |
| 6M | +6.3% | +6.5% | -0.2% | +1.7% |
| YTD | +12.6% | +34.8% | -22.3% | -6.2% |
| 1Y | +27.6% | +36.5% | -8.8% | +5.5% |
| 3Y | +154.0% | +49.0% | +105.1% | +92.8% |
| 5Y | +37.3% | +51.7% | -14.4% | -1.1% |
| All | +37.3% | +51.0% | -13.7% | -1.1% |
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