-25.5%
AZO vs IRE
-84.4%
+58.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | +0.8% |
| 7D | +0.7% | +54.8% | -54.1% | +1.6% |
| 30D | -2.7% | +18.4% | -21.1% | -2.2% |
| 3M | -3.2% | -66.7% | +63.5% | -2.3% |
| 6M | -19.7% | -52.3% | +32.6% | -19.1% |
| YTD | -12.0% | -52.3% | +40.3% | -10.5% |
| All | -25.5% | -84.4% | +58.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling