+57.7%
AZN vs IAG
+820.9%
-763.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | +1.1% | +12.1% | -11.1% | +0.2% |
| 3M | -12.1% | +25.5% | -37.7% | -13.7% |
| 6M | -17.1% | -7.1% | -10.0% | -17.3% |
| YTD | -12.0% | +22.9% | -34.8% | -13.9% |
| 1Y | -0.2% | +83.3% | -83.6% | -5.3% |
| 3Y | +26.8% | +808.5% | -781.7% | +4.5% |
| All | +57.7% | +820.9% | -763.2% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling