+857.9%
AZN vs IWF
+713.0%
+144.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.2% |
| 7D | -3.1% | -1.7% | -1.4% | -2.3% |
| 30D | +0.6% | -1.8% | +2.4% | +1.4% |
| 3M | -10.8% | +1.5% | -12.2% | -12.0% |
| 6M | -18.1% | +7.7% | -25.8% | -21.8% |
| YTD | -12.3% | +2.7% | -15.0% | -14.2% |
| 1Y | -0.2% | +6.8% | -7.0% | -4.5% |
| 3Y | +23.4% | +76.9% | -53.5% | -11.5% |
| 5Y | +56.4% | +73.4% | -17.0% | +10.4% |
| 10Y | +225.7% | +416.4% | -190.8% | +20.3% |
| All | +857.9% | +713.0% | +144.8% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling