-2.8%
AZN vs IRE
-82.8%
+80.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.2% | -11.9% | -1.4% |
| 7D | -1.5% | +58.9% | -60.4% | -0.5% |
| 30D | -0.9% | +17.2% | -18.0% | -0.3% |
| 3M | -11.8% | -58.6% | +46.8% | -11.6% |
| 6M | -17.6% | -23.5% | +5.9% | -16.4% |
| YTD | -12.0% | -47.4% | +35.4% | -10.2% |
| All | -2.8% | -82.8% | +80.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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