+166.4%
IWM vs AZN
+223.4%
-57.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | -1.6% | -0.9% | -2.0% |
| 30D | -4.6% | +1.1% | -5.6% | -4.9% |
| 3M | -0.3% | -12.1% | +11.8% | +2.8% |
| 6M | +14.7% | -17.1% | +31.9% | +20.1% |
| YTD | +17.8% | -12.0% | +29.8% | +20.9% |
| 1Y | +21.2% | -0.2% | +21.4% | +19.5% |
| 3Y | +62.3% | +26.8% | +35.6% | +46.8% |
| 5Y | +38.7% | +56.9% | -18.2% | +15.3% |
| All | +166.4% | +223.4% | -57.1% | +91.3% |
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