+11,602.4%
AZO vs IRM
+9,823.4%
+1,779.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -0.8% | +3.0% | -3.8% | -1.4% |
| 30D | -5.1% | -5.2% | +0.1% | -4.2% |
| 3M | -7.2% | -8.0% | +0.8% | -6.0% |
| 6M | -20.7% | +9.2% | -29.9% | -22.6% |
| YTD | -14.2% | +41.0% | -55.2% | -20.3% |
| 1Y | -32.2% | +23.3% | -55.4% | -35.6% |
| 3Y | +11.1% | +102.8% | -91.7% | -6.5% |
| 5Y | +87.6% | +192.8% | -105.2% | +44.5% |
| 10Y | +302.9% | +439.6% | -136.7% | +166.7% |
| All | +11,602.4% | +9,823.4% | +1,779.0% | +5,225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling