+760.2%
IVV vs AZN
+1,008.4%
-248.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -1.1% | +3.6% | +2.9% |
| 30D | -2.0% | +13.8% | -15.8% | -6.1% |
| 3M | -2.8% | +17.3% | -20.1% | -7.9% |
| 6M | +2.2% | -1.7% | +3.9% | +1.7% |
| YTD | +11.5% | +1.4% | +10.2% | +9.4% |
| 1Y | +13.5% | +5.2% | +8.3% | +10.0% |
| 3Y | +78.1% | +52.6% | +25.5% | +49.8% |
| 5Y | +73.1% | +72.9% | +0.2% | +37.5% |
| 10Y | +310.4% | +333.0% | -22.6% | +129.3% |
| All | +760.2% | +1,008.4% | -248.2% | +226.5% |
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 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