+804.3%
AZN vs IAG
+378.9%
+425.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -2.1% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | -3.1% | +11.4% | -14.5% | -3.7% |
| 3M | -14.4% | +33.0% | -47.5% | -16.1% |
| 6M | -19.5% | -6.0% | -13.5% | -19.6% |
| YTD | -13.8% | +24.6% | -38.3% | -15.5% |
| 1Y | -2.4% | +105.0% | -107.4% | -7.4% |
| 3Y | +21.3% | +837.9% | -816.6% | +3.3% |
| 5Y | +53.6% | +817.0% | -763.3% | +28.3% |
| 10Y | +220.1% | +425.3% | -205.2% | +164.9% |
| All | +804.3% | +378.9% | +425.4% | +545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling