+216.5%
AZN vs IBN
+324.2%
-107.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | 0.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.0% |
| 30D | +1.1% | -1.5% | +2.6% | +1.3% |
| 3M | -12.1% | +7.9% | -20.1% | -13.3% |
| 6M | -17.1% | +8.6% | -25.8% | -18.4% |
| YTD | -12.0% | -0.6% | -11.4% | -12.0% |
| 1Y | -0.2% | -7.3% | +7.1% | +0.8% |
| 3Y | +26.8% | +26.2% | +0.6% | +21.3% |
| 5Y | +56.9% | +57.8% | -0.9% | +44.0% |
| All | +216.5% | +324.2% | -107.7% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling