+4,678.0%
AZN vs IFF
+390.7%
+4,287.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | +1.1% | -0.3% | +1.3% | +1.1% |
| 3M | -12.1% | +8.4% | -20.6% | -14.1% |
| 6M | -17.1% | +23.0% | -40.2% | -21.9% |
| YTD | -12.0% | +25.5% | -37.4% | -17.5% |
| 1Y | -0.2% | +29.1% | -29.3% | -7.3% |
| 3Y | +26.8% | +31.7% | -4.9% | +15.7% |
| 5Y | +56.9% | -35.2% | +92.1% | +65.7% |
| 10Y | +226.7% | -20.7% | +247.5% | +209.8% |
| All | +4,678.0% | +390.7% | +4,287.3% | +2,733.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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