-4.7%
AZN vs IRE
-84.0%
+79.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -2.1% |
| 7D | -2.9% | +29.0% | -31.9% | -2.4% |
| 30D | -3.1% | +24.2% | -27.3% | -2.4% |
| 3M | -14.4% | -53.2% | +38.7% | -14.1% |
| 6M | -19.5% | -36.0% | +16.5% | -18.5% |
| YTD | -13.8% | -51.0% | +37.3% | -12.1% |
| All | -4.7% | -84.0% | +79.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling