+216.5%
AZN vs ITOT
+303.4%
-86.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -1.6% | -0.9% | -0.6% | -1.1% |
| 30D | +1.1% | -1.5% | +2.5% | +1.8% |
| 3M | -12.1% | +3.6% | -15.7% | -13.9% |
| 6M | -17.1% | +13.7% | -30.8% | -22.6% |
| YTD | -12.0% | +12.9% | -24.9% | -17.5% |
| 1Y | -0.2% | +17.2% | -17.4% | -8.2% |
| 3Y | +26.8% | +75.6% | -48.9% | -6.4% |
| 5Y | +56.9% | +75.5% | -18.6% | +14.1% |
| All | +216.5% | +303.4% | -86.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling