+57.7%
AZN vs IAU
+139.7%
-82.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | -2.0% | +0.5% | -1.2% |
| 30D | +1.1% | -1.5% | +2.6% | +1.3% |
| 3M | -12.1% | +3.3% | -15.4% | -12.7% |
| 6M | -17.1% | -16.2% | -0.9% | -15.2% |
| YTD | -12.0% | +0.7% | -12.6% | -13.1% |
| 1Y | -0.2% | +19.2% | -19.5% | -5.3% |
| 3Y | +26.8% | +124.4% | -97.6% | +1.7% |
| All | +57.7% | +139.7% | -82.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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