+23.8%
IWM vs AZN
+69.6%
-45.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +2.3% | +13.8% | -11.6% | -0.7% |
| 3M | -8.3% | +17.3% | -25.6% | -11.7% |
| 6M | -1.3% | -1.7% | +0.4% | -1.3% |
| YTD | +13.5% | +1.4% | +12.1% | +12.2% |
| 1Y | +18.4% | +5.2% | +13.2% | +15.9% |
| 3Y | +69.6% | +52.6% | +17.0% | +46.3% |
| All | +23.8% | +69.6% | -45.9% | +1.3% |
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 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