+142.3%
IEMG vs AZN
+444.6%
-302.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +1.9% | +1.1% | +0.9% | +1.5% |
| 3M | +1.4% | -12.1% | +13.5% | +4.5% |
| 6M | +15.2% | -17.1% | +32.3% | +20.5% |
| YTD | +23.8% | -12.0% | +35.8% | +27.0% |
| 1Y | +30.7% | -0.2% | +30.9% | +28.7% |
| 3Y | +83.3% | +26.8% | +56.5% | +65.7% |
| 5Y | +48.8% | +56.9% | -8.1% | +23.4% |
| 10Y | +142.8% | +226.7% | -84.0% | +53.7% |
| All | +142.3% | +444.6% | -302.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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