+16.4%
AZN vs IJH
+17.8%
-1.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +11.5% | +1.7% | +9.8% | +11.1% |
| 30D | +20.8% | +1.2% | +19.5% | +20.3% |
| 3M | +21.5% | -3.4% | +24.9% | +22.4% |
| 6M | +3.0% | +3.7% | -0.6% | +0.8% |
| YTD | +3.9% | +13.9% | -10.0% | -2.3% |
| 1Y | +16.4% | +17.4% | -1.0% | +8.4% |
| All | +16.4% | +17.8% | -1.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling