+57.9%
AZN vs IOT
+54.4%
+3.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.7% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | +0.6% | -4.7% | +5.2% | +0.7% |
| 3M | -10.8% | +17.8% | -28.6% | -11.4% |
| 6M | -18.1% | +16.8% | -35.0% | -18.8% |
| YTD | -12.3% | +8.4% | -20.7% | -12.8% |
| 1Y | -0.2% | -0.8% | +0.6% | -0.6% |
| 3Y | +23.4% | +25.7% | -2.4% | +19.6% |
| All | +57.9% | +54.4% | +3.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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