+212.6%
IEFA vs AZO
+673.4%
-460.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | -3.6% | +2.0% | -0.7% |
| 30D | -1.5% | -5.6% | +4.1% | -0.1% |
| 3M | +3.4% | -6.6% | +10.1% | +4.8% |
| 6M | +9.5% | -22.5% | +32.0% | +16.0% |
| YTD | +13.0% | -15.2% | +28.2% | +16.7% |
| 1Y | +18.0% | -33.9% | +51.9% | +29.8% |
| 3Y | +65.4% | +11.8% | +53.6% | +55.7% |
| 5Y | +51.6% | +85.5% | -34.0% | +21.2% |
| 10Y | +146.7% | +298.2% | -151.5% | +58.1% |
| All | +212.6% | +673.4% | -460.9% | +64.5% |
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 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