+216.5%
AZN vs IEFA
+148.3%
+68.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -0.6% |
| 30D | +1.1% | -1.5% | +2.5% | +2.0% |
| 3M | -12.1% | +3.4% | -15.5% | -14.2% |
| 6M | -17.1% | +9.5% | -26.6% | -22.2% |
| YTD | -12.0% | +13.0% | -25.0% | -19.0% |
| 1Y | -0.2% | +18.0% | -18.2% | -10.7% |
| 3Y | +26.8% | +65.4% | -38.6% | -9.2% |
| 5Y | +56.9% | +51.6% | +5.3% | +17.3% |
| All | +216.5% | +148.3% | +68.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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