+776.1%
IVV vs AZN
+877.7%
-101.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | +0.7% | -0.7% | -0.2% |
| 3M | +2.0% | -10.5% | +12.5% | +4.9% |
| 6M | +13.0% | -19.3% | +32.3% | +20.1% |
| YTD | +13.6% | -10.6% | +24.2% | +16.4% |
| 1Y | +20.1% | +0.5% | +19.6% | +17.9% |
| 3Y | +77.6% | +25.9% | +51.7% | +59.3% |
| 5Y | +82.5% | +52.4% | +30.1% | +50.8% |
| 10Y | +316.5% | +220.8% | +95.7% | +157.6% |
| All | +776.1% | +877.7% | -101.6% | +247.2% |
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