+38.2%
IWM vs AZN
+54.9%
-16.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -2.5% | -3.1% | +0.6% | -1.9% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | +2.2% | -10.8% | +13.0% | +4.4% |
| 6M | +14.0% | -18.1% | +32.2% | +18.7% |
| YTD | +17.4% | -12.3% | +29.6% | +19.8% |
| 1Y | +22.9% | -0.2% | +23.1% | +21.3% |
| 3Y | +62.1% | +23.4% | +38.7% | +49.1% |
| 5Y | +38.2% | +56.4% | -18.2% | +23.0% |
| All | +38.2% | +54.9% | -16.7% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling