+127.2%
IEF vs AZO
+3,805.0%
-3,677.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -1.3% |
| 30D | -1.5% | -5.3% | +3.8% | -1.7% |
| 3M | -1.7% | -7.3% | +5.7% | -1.9% |
| 6M | -3.5% | -22.7% | +19.1% | -4.4% |
| YTD | -2.6% | -15.0% | +12.4% | -3.1% |
| 1Y | -2.4% | -32.2% | +29.9% | -3.7% |
| 3Y | +8.9% | +10.0% | -1.1% | +9.9% |
| 5Y | -9.2% | +85.8% | -95.1% | -5.9% |
| 10Y | +3.9% | +298.9% | -295.0% | +13.0% |
| All | +127.2% | +3,805.0% | -3,677.8% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling