-9.5%
AZO vs IRM
+19.5%
-29.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.8% |
| 7D | +5.3% | +2.6% | +2.8% | +5.1% |
| 30D | +18.4% | +5.6% | +12.8% | +17.7% |
| 3M | +9.8% | -4.7% | +14.5% | +10.3% |
| 6M | -4.5% | -6.1% | +1.6% | -4.1% |
| YTD | -1.9% | +46.3% | -48.3% | -8.3% |
| 1Y | -9.5% | +18.7% | -28.2% | -14.8% |
| All | -9.5% | +19.5% | -29.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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