+2.0%
IBKR vs AZO
-10.2%
+12.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.6% |
| 7D | -11.1% | +5.5% | -16.5% | -10.8% |
| 30D | -19.7% | +14.2% | -33.9% | -19.2% |
| 3M | -18.0% | +7.9% | -25.9% | -17.7% |
| 6M | -13.2% | -6.6% | -6.6% | -11.2% |
| YTD | +13.4% | -2.4% | +15.9% | +18.3% |
| 1Y | +2.0% | -9.6% | +11.6% | +5.8% |
| All | +2.0% | -10.2% | +12.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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