+288.6%
AZO vs IBB
+125.5%
+163.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -4.2% | +0.7% | -2.2% |
| 30D | -5.6% | +1.1% | -6.7% | -6.0% |
| 3M | -6.6% | +19.0% | -25.7% | -12.2% |
| 6M | -22.5% | +18.9% | -41.4% | -27.2% |
| YTD | -15.2% | +20.3% | -35.5% | -20.6% |
| 1Y | -33.9% | +41.5% | -75.4% | -41.5% |
| 3Y | +11.8% | +60.3% | -48.5% | -6.3% |
| 5Y | +85.5% | +18.7% | +66.8% | +70.2% |
| All | +288.6% | +125.5% | +163.0% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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