+520.2%
AZN vs IBKR
+1,349.8%
-829.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.1% |
| 7D | -1.6% | -1.3% | -0.2% | -1.3% |
| 30D | +1.1% | -0.2% | +1.3% | +1.0% |
| 3M | -12.1% | +3.0% | -15.1% | -13.1% |
| 6M | -17.1% | +33.9% | -51.0% | -22.2% |
| YTD | -12.0% | +42.5% | -54.5% | -18.7% |
| 1Y | -0.2% | +44.9% | -45.1% | -8.6% |
| 3Y | +26.8% | +293.0% | -266.2% | -7.6% |
| 5Y | +56.9% | +497.7% | -440.8% | +2.2% |
| 10Y | +226.7% | +1,004.4% | -777.7% | +75.6% |
| All | +520.2% | +1,349.8% | -829.6% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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