+52.6%
AZN vs IP
+18.8%
+33.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +13.8% | +7.9% | +5.9% | +12.8% |
| 3M | +17.3% | -15.3% | +32.6% | +19.3% |
| 6M | -1.7% | +10.5% | -12.3% | -3.2% |
| YTD | +1.4% | -9.4% | +10.7% | +1.9% |
| 1Y | +5.2% | -4.6% | +9.8% | +5.2% |
| 3Y | +52.6% | +21.2% | +31.4% | +53.5% |
| All | +52.6% | +18.8% | +33.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling