+26.8%
AZN vs IRM
+102.2%
-75.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -1.6% | -1.4% | -0.1% | -1.3% |
| 30D | +1.1% | -7.4% | +8.4% | +2.2% |
| 3M | -12.1% | -7.4% | -4.8% | -11.3% |
| 6M | -17.1% | +8.7% | -25.8% | -19.2% |
| YTD | -12.0% | +40.9% | -52.9% | -18.6% |
| 1Y | -0.2% | +20.5% | -20.7% | -5.2% |
| 3Y | +26.8% | +101.7% | -74.9% | +4.3% |
| All | +26.8% | +102.2% | -75.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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