+57.7%
AZN vs IEFA
+50.2%
+7.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.1% |
| 6M | -17.1% | +9.5% | -26.6% | -22.0% |
| YTD | -12.0% | +13.0% | -25.0% | -18.9% |
| 1Y | -0.2% | +18.0% | -18.2% | -10.5% |
| 3Y | +26.8% | +65.4% | -38.6% | -8.3% |
| All | +57.7% | +50.2% | +7.5% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling