+26.8%
AZN vs IJR
+52.1%
-25.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | +1.1% | -4.6% | +5.6% | +2.2% |
| 3M | -12.1% | +0.2% | -12.4% | -12.4% |
| 6M | -17.1% | +14.7% | -31.9% | -20.3% |
| YTD | -12.0% | +18.9% | -30.8% | -16.1% |
| 1Y | -0.2% | +19.9% | -20.2% | -5.2% |
| 3Y | +26.8% | +53.0% | -26.2% | +9.9% |
| All | +26.8% | +52.1% | -25.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling