+945.1%
IGV vs AZN
+688.5%
+256.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -1.5% | -2.9% | +1.4% | -0.5% |
| 30D | -3.0% | -3.1% | 0.0% | -2.1% |
| 3M | +9.6% | -14.4% | +24.0% | +14.7% |
| 6M | +16.1% | -19.5% | +35.6% | +23.6% |
| YTD | -3.6% | -13.8% | +10.1% | -0.3% |
| 1Y | -7.8% | -2.4% | -5.5% | -9.3% |
| 3Y | +40.0% | +21.3% | +18.7% | +24.8% |
| 5Y | +21.2% | +53.6% | -32.4% | -2.9% |
| 10Y | +364.4% | +220.1% | +144.3% | +172.5% |
| All | +945.1% | +688.5% | +256.6% | +289.0% |
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