+216.5%
AZN vs IVZ
+65.9%
+150.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.2% |
| 30D | +1.1% | +3.0% | -2.0% | +0.6% |
| 3M | -12.1% | +14.9% | -27.0% | -14.1% |
| 6M | -17.1% | +36.7% | -53.9% | -21.1% |
| YTD | -12.0% | +25.7% | -37.6% | -15.4% |
| 1Y | -0.2% | +47.7% | -47.9% | -6.5% |
| 3Y | +26.8% | +138.8% | -112.1% | +8.6% |
| 5Y | +56.9% | +62.1% | -5.2% | +38.9% |
| All | +216.5% | +65.9% | +150.6% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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