+41.7%
ICE vs AZO
+85.8%
-44.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.4% | -3.6% | +1.2% | -1.7% |
| 30D | +4.0% | -5.6% | +9.6% | +5.2% |
| 3M | +13.7% | -6.6% | +20.3% | +15.0% |
| 6M | +0.9% | -22.5% | +23.4% | +5.9% |
| YTD | -2.1% | -15.2% | +13.0% | +0.1% |
| 1Y | -9.5% | -33.9% | +24.4% | -1.7% |
| 3Y | +42.1% | +11.8% | +30.3% | +34.0% |
| All | +41.7% | +85.8% | -44.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling