+16.4%
AZN vs IAG
+56.5%
-40.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.2% | -7.4% | +2.3% |
| 7D | +11.5% | +1.1% | +10.4% | +11.4% |
| 30D | +20.8% | -5.3% | +26.0% | +21.0% |
| 3M | +21.5% | +18.0% | +3.4% | +19.8% |
| 6M | +3.0% | +7.1% | -4.1% | +2.0% |
| YTD | +3.9% | +5.9% | -2.1% | +5.5% |
| 1Y | +16.4% | +59.4% | -43.0% | +16.9% |
| All | +16.4% | +56.5% | -40.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling