+23.1%
IGV vs AZN
+55.9%
-32.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -2.9% | -1.6% | -1.4% | -2.7% |
| 30D | -1.5% | +1.1% | -2.6% | -1.7% |
| 3M | +11.7% | -12.1% | +23.8% | +13.8% |
| 6M | +18.4% | -17.1% | +35.6% | +21.8% |
| YTD | -3.9% | -12.0% | +8.0% | -2.9% |
| 1Y | -9.7% | -0.2% | -9.4% | -11.6% |
| 3Y | +38.4% | +26.8% | +11.7% | +24.9% |
| All | +23.1% | +55.9% | -32.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling