+254.5%
IVZ vs BUD
+201.1%
+53.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +18.2% | +3.1% | +15.1% | +15.0% |
| 6M | +32.8% | +7.9% | +24.9% | +24.8% |
| YTD | +28.7% | +27.3% | +1.4% | +8.2% |
| 1Y | +55.4% | +37.8% | +17.6% | +23.5% |
| 3Y | +135.2% | +49.8% | +85.4% | +71.3% |
| 5Y | +64.2% | +43.8% | +20.4% | +21.0% |
| 10Y | +64.6% | -22.6% | +87.2% | +68.3% |
| All | +254.5% | +201.1% | +53.4% | +27.8% |
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