+811.1%
AZN vs IYR
+683.6%
+127.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | -3.1% | -2.8% | -0.3% | -2.1% |
| 30D | +0.6% | -2.5% | +3.1% | +1.5% |
| 3M | -10.8% | -3.0% | -7.8% | -9.8% |
| 6M | -18.1% | +1.6% | -19.8% | -18.6% |
| YTD | -12.3% | +7.3% | -19.6% | -14.4% |
| 1Y | -0.2% | +5.6% | -5.8% | -2.1% |
| 3Y | +23.4% | +28.1% | -4.8% | +12.4% |
| 5Y | +56.4% | +6.1% | +50.3% | +51.0% |
| 10Y | +225.7% | +67.7% | +158.0% | +161.6% |
| All | +811.1% | +683.6% | +127.5% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling