+335.4%
AZN vs IP
+22.3%
+313.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | -1.9% | -2.8% | +0.9% | -1.4% |
| 30D | +17.1% | +9.2% | +7.9% | +15.5% |
| 3M | +16.8% | -16.1% | +33.0% | +20.1% |
| 6M | +2.0% | +9.6% | -7.6% | -0.1% |
| YTD | +1.9% | -8.8% | +10.7% | +2.4% |
| 1Y | +5.2% | -5.5% | +10.7% | +4.9% |
| 3Y | +54.8% | +19.6% | +35.2% | +44.0% |
| 5Y | +62.4% | -13.5% | +75.9% | +59.1% |
| 10Y | +335.4% | +22.4% | +313.0% | +302.5% |
| All | +335.4% | +22.3% | +313.2% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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