+449.9%
AZN vs IEFA
+212.1%
+237.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -0.5% |
| 30D | +1.1% | -1.5% | +2.5% | +2.1% |
| 3M | -12.1% | +3.4% | -15.5% | -14.3% |
| 6M | -17.1% | +9.5% | -26.6% | -22.5% |
| YTD | -12.0% | +13.0% | -25.0% | -19.4% |
| 1Y | -0.2% | +18.0% | -18.2% | -11.3% |
| 3Y | +26.8% | +65.4% | -38.6% | -11.1% |
| 5Y | +56.9% | +51.6% | +5.3% | +15.4% |
| 10Y | +226.7% | +146.7% | +80.0% | +63.2% |
| All | +449.9% | +212.1% | +237.8% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling