+357.7%
IGV vs AZN
+223.4%
+134.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.9% | -1.6% | -1.4% | -2.5% |
| 30D | -1.5% | +1.1% | -2.6% | -1.9% |
| 3M | +11.7% | -12.1% | +23.8% | +15.1% |
| 6M | +18.4% | -17.1% | +35.6% | +23.7% |
| YTD | -3.9% | -12.0% | +8.0% | -1.9% |
| 1Y | -9.7% | -0.2% | -9.4% | -11.7% |
| 3Y | +38.4% | +26.8% | +11.7% | +22.3% |
| 5Y | +21.6% | +56.9% | -35.3% | -2.5% |
| All | +357.7% | +223.4% | +134.3% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling