+2,387.5%
AZN vs IVZ
+1,081.7%
+1,305.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.8% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | -3.1% | +1.8% | -4.8% | -3.4% |
| 3M | -14.4% | +15.7% | -30.2% | -17.1% |
| 6M | -19.5% | +36.3% | -55.8% | -24.5% |
| YTD | -13.8% | +24.9% | -38.7% | -18.1% |
| 1Y | -2.4% | +48.9% | -51.3% | -10.5% |
| 3Y | +21.3% | +136.8% | -115.5% | -0.5% |
| 5Y | +53.6% | +60.0% | -6.3% | +32.5% |
| 10Y | +220.1% | +63.4% | +156.8% | +155.7% |
| All | +2,387.5% | +1,081.7% | +1,305.8% | +1,042.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling