+329.7%
AZN vs IP
+31.6%
+298.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | +1.5% | -3.0% | +4.5% | +2.0% |
| 30D | +19.0% | +10.6% | +8.3% | +17.0% |
| 3M | +17.3% | -13.6% | +30.9% | +20.0% |
| 6M | +3.6% | +10.4% | -6.8% | +1.3% |
| YTD | +4.1% | -6.5% | +10.6% | +4.1% |
| 1Y | +13.1% | -2.1% | +15.3% | +12.2% |
| 3Y | +55.8% | +22.0% | +33.8% | +44.6% |
| 5Y | +66.5% | -9.7% | +76.2% | +61.8% |
| 10Y | +329.7% | +26.8% | +302.9% | +306.1% |
| All | +329.7% | +31.6% | +298.1% | +306.1% |
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