+39,072.8%
AZO vs IFF
+680.5%
+38,392.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -3.6% | -3.2% | -0.4% | -2.7% |
| 30D | -5.6% | -0.3% | -5.3% | -5.5% |
| 3M | -6.6% | +8.4% | -15.1% | -9.1% |
| 6M | -22.5% | +23.0% | -45.5% | -27.8% |
| YTD | -15.2% | +25.5% | -40.6% | -21.6% |
| 1Y | -33.9% | +29.1% | -63.0% | -39.6% |
| 3Y | +11.8% | +31.7% | -19.8% | -1.2% |
| 5Y | +85.5% | -35.2% | +120.7% | +96.3% |
| 10Y | +298.2% | -20.7% | +318.9% | +275.3% |
| All | +39,072.8% | +680.5% | +38,392.3% | +13,594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling