+288.6%
AZO vs IRM
+440.8%
-152.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -3.6% | -1.4% | -2.1% | -3.3% |
| 30D | -5.6% | -7.4% | +1.8% | -4.0% |
| 3M | -6.6% | -7.4% | +0.7% | -5.4% |
| 6M | -22.5% | +8.7% | -31.2% | -24.7% |
| YTD | -15.2% | +40.9% | -56.1% | -22.5% |
| 1Y | -33.9% | +20.5% | -54.5% | -37.7% |
| 3Y | +11.8% | +101.7% | -89.9% | -11.1% |
| 5Y | +85.5% | +197.7% | -112.1% | +28.4% |
| All | +288.6% | +440.8% | -152.2% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling