+288.6%
AZO vs IBN
+324.2%
-35.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.5% |
| 7D | -3.6% | -3.0% | -0.6% | -3.0% |
| 30D | -5.6% | -1.5% | -4.0% | -5.3% |
| 3M | -6.6% | +7.9% | -14.6% | -8.2% |
| 6M | -22.5% | +8.6% | -31.1% | -24.0% |
| YTD | -15.2% | -0.6% | -14.6% | -15.4% |
| 1Y | -33.9% | -7.3% | -26.6% | -33.2% |
| 3Y | +11.8% | +26.2% | -14.4% | +5.4% |
| 5Y | +85.5% | +57.8% | +27.7% | +65.5% |
| All | +288.6% | +324.2% | -35.7% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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