+2,112.9%
AZN vs IRM
+9,823.4%
-7,710.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -2.9% | +3.0% | -5.9% | -3.4% |
| 30D | -3.1% | -5.2% | +2.1% | -2.3% |
| 3M | -14.4% | -8.0% | -6.4% | -13.5% |
| 6M | -19.5% | +9.2% | -28.7% | -21.2% |
| YTD | -13.8% | +41.0% | -54.7% | -19.5% |
| 1Y | -2.4% | +23.3% | -25.6% | -6.9% |
| 3Y | +21.3% | +102.8% | -81.6% | +4.7% |
| 5Y | +53.6% | +192.8% | -139.1% | +22.8% |
| 10Y | +220.1% | +439.6% | -219.5% | +122.8% |
| All | +2,112.9% | +9,823.4% | -7,710.5% | +1,020.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling