+3,526.8%
AZO vs IAG
+368.4%
+3,158.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -2.9% | -4.1% | +1.1% | -2.8% |
| 30D | -5.3% | +10.6% | -15.9% | -5.6% |
| 3M | -7.3% | +35.4% | -42.7% | -8.4% |
| 6M | -22.7% | -9.5% | -13.1% | -22.7% |
| YTD | -15.0% | +21.8% | -36.9% | -15.9% |
| 1Y | -32.2% | +84.1% | -116.4% | -33.9% |
| 3Y | +10.0% | +817.4% | -807.3% | +1.0% |
| 5Y | +85.8% | +830.1% | -744.3% | +68.2% |
| 10Y | +298.9% | +413.8% | -115.0% | +259.3% |
| All | +3,526.8% | +368.4% | +3,158.4% | +2,870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling