+338.0%
AZN vs IP
+19.1%
+318.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +18.3% | +6.7% | +11.6% | +17.1% |
| 3M | +16.3% | -16.6% | +32.9% | +19.7% |
| 6M | -0.1% | +6.0% | -6.1% | -1.6% |
| YTD | +1.3% | -10.7% | +12.0% | +2.1% |
| 1Y | +6.2% | -6.7% | +12.9% | +6.2% |
| 3Y | +53.9% | +17.1% | +36.7% | +43.6% |
| 5Y | +72.8% | -14.6% | +87.4% | +69.5% |
| All | +338.0% | +19.1% | +318.9% | +309.2% |
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