+190.3%
IVZ vs BUD
+219.3%
-28.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.8% | -9.8% | -9.1% |
| 7D | -6.7% | +7.1% | -13.8% | -10.8% |
| 30D | -10.9% | +12.7% | -23.5% | -17.7% |
| 3M | -14.8% | 0.0% | -14.9% | -15.6% |
| 6M | +2.4% | +7.6% | -5.2% | -3.9% |
| YTD | +5.4% | +35.0% | -29.6% | -15.3% |
| 1Y | +19.6% | +37.6% | -18.0% | -5.2% |
| 3Y | +122.4% | +51.5% | +70.9% | +60.3% |
| 5Y | +28.8% | +50.2% | -21.5% | -8.0% |
| 10Y | +52.3% | -7.2% | +59.5% | +36.1% |
| All | +190.3% | +219.3% | -28.9% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling