+310.3%
IVV vs AZN
+339.5%
-29.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -1.1% | +3.6% | +2.8% |
| 30D | -2.0% | +13.8% | -15.8% | -5.4% |
| 3M | -2.8% | +17.3% | -20.1% | -7.0% |
| 6M | +2.2% | -1.7% | +3.9% | +1.9% |
| YTD | +11.5% | +1.4% | +10.2% | +9.9% |
| 1Y | +13.5% | +5.2% | +8.3% | +10.6% |
| 3Y | +78.1% | +52.6% | +25.5% | +52.9% |
| 5Y | +73.1% | +72.9% | +0.2% | +40.8% |
| All | +310.3% | +339.5% | -29.1% | +170.3% |
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