+288.6%
AZO vs IAG
+427.6%
-139.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | -5.6% | +12.1% | -17.7% | -5.9% |
| 3M | -6.6% | +25.5% | -32.2% | -7.3% |
| 6M | -22.5% | -7.1% | -15.4% | -22.5% |
| YTD | -15.2% | +22.9% | -38.0% | -15.9% |
| 1Y | -33.9% | +83.3% | -117.3% | -35.3% |
| 3Y | +11.8% | +808.5% | -796.7% | +3.9% |
| 5Y | +85.5% | +838.0% | -752.4% | +69.8% |
| All | +288.6% | +427.6% | -139.1% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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