-18.1%
AZN vs IWF
+7.5%
-25.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.6% |
| 7D | -3.1% | -1.7% | -1.4% | -3.3% |
| 30D | +0.6% | -1.8% | +2.4% | +0.3% |
| 3M | -10.8% | +1.5% | -12.2% | -11.1% |
| 6M | -18.1% | +7.7% | -25.8% | -20.8% |
| All | -18.1% | +7.5% | -25.6% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling