+288.6%
AZO vs IFF
-20.3%
+308.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | -3.6% | -3.2% | -0.4% | -2.9% |
| 30D | -5.6% | -0.3% | -5.3% | -5.5% |
| 3M | -6.6% | +8.4% | -15.1% | -8.5% |
| 6M | -22.5% | +23.0% | -45.5% | -26.6% |
| YTD | -15.2% | +25.5% | -40.6% | -20.0% |
| 1Y | -33.9% | +29.1% | -63.0% | -38.2% |
| 3Y | +11.8% | +31.7% | -19.8% | +1.2% |
| 5Y | +85.5% | -35.2% | +120.7% | +98.1% |
| All | +288.6% | -20.3% | +308.8% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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