+876.2%
AZN vs IWD
+726.5%
+149.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | +0.7% | +0.6% | +0.2% | +0.4% |
| 3M | -10.5% | +7.2% | -17.7% | -14.4% |
| 6M | -19.3% | +16.2% | -35.5% | -26.5% |
| YTD | -10.6% | +23.3% | -33.9% | -21.5% |
| 1Y | +0.5% | +29.6% | -29.1% | -14.4% |
| 3Y | +25.9% | +70.5% | -44.6% | -9.9% |
| 5Y | +52.4% | +73.5% | -21.1% | +7.0% |
| 10Y | +220.8% | +198.3% | +22.5% | +54.7% |
| All | +876.2% | +726.5% | +149.7% | +135.6% |
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