+216.5%
AZN vs IJH
+184.0%
+32.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | +1.1% | -4.6% | +5.7% | +2.8% |
| 3M | -12.1% | -1.2% | -11.0% | -11.9% |
| 6M | -17.1% | +9.4% | -26.5% | -20.2% |
| YTD | -12.0% | +13.3% | -25.3% | -16.4% |
| 1Y | -0.2% | +13.4% | -13.6% | -5.3% |
| 3Y | +26.8% | +50.4% | -23.7% | +6.4% |
| 5Y | +56.9% | +49.0% | +7.9% | +30.1% |
| All | +216.5% | +184.0% | +32.5% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling