+1,006.3%
AZN vs IWD
+745.9%
+260.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.3% | +1.7% | -3.0% | -2.3% |
| 30D | +18.3% | +3.2% | +15.1% | +16.0% |
| 3M | +16.3% | +2.3% | +14.0% | +14.7% |
| 6M | -0.1% | +12.9% | -13.0% | -7.4% |
| YTD | +1.3% | +26.2% | -24.9% | -12.3% |
| 1Y | +6.2% | +28.3% | -22.0% | -8.9% |
| 3Y | +53.9% | +84.4% | -30.5% | +4.9% |
| 5Y | +72.8% | +73.0% | -0.2% | +21.7% |
| 10Y | +332.8% | +203.3% | +129.5% | +106.6% |
| All | +1,006.3% | +745.9% | +260.4% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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