+26.8%
AZN vs IWF
+76.9%
-50.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | +1.1% | -1.7% | +2.8% | +1.3% |
| 3M | -12.1% | +0.7% | -12.8% | -12.4% |
| 6M | -17.1% | +8.6% | -25.7% | -18.8% |
| YTD | -12.0% | +3.5% | -15.5% | -12.9% |
| 1Y | -0.2% | +7.0% | -7.3% | -2.0% |
| 3Y | +26.8% | +76.3% | -49.6% | +7.7% |
| All | +26.8% | +76.9% | -50.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling