+57.7%
AZN vs IYR
+6.0%
+51.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | -1.6% | -1.4% | -0.2% | -0.9% |
| 30D | +1.1% | -2.7% | +3.7% | +2.4% |
| 3M | -12.1% | -2.1% | -10.0% | -11.2% |
| 6M | -17.1% | +3.6% | -20.7% | -18.4% |
| YTD | -12.0% | +8.1% | -20.1% | -14.9% |
| 1Y | -0.2% | +4.7% | -4.9% | -2.2% |
| 3Y | +26.8% | +29.1% | -2.3% | +13.3% |
| All | +57.7% | +6.0% | +51.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 5y: compounded portfolio wealth divided by compounded IYR 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…
5y analysis · Full analysis span regression · 6 months rolling