-18.6%
AZO vs IRE
-98.1%
+79.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | -0.1% |
| 7D | +1.3% | -31.8% | +33.2% | +0.6% |
| 30D | +12.0% | -71.8% | +83.7% | +10.0% |
| 3M | +7.2% | -88.9% | +96.1% | +4.1% |
| 6M | -3.2% | -95.4% | +92.2% | -5.2% |
| YTD | -3.9% | -94.2% | +90.3% | -5.0% |
| 1Y | -14.7% | -97.1% | +82.4% | -16.7% |
| All | -18.6% | -98.1% | +79.5% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling