-7.5%
IGV vs AZO
-7.5%
0.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.7% |
| 7D | -7.5% | +5.3% | -12.8% | -7.7% |
| 30D | -5.6% | +18.4% | -24.1% | -6.5% |
| 3M | +1.5% | +9.8% | -8.3% | +0.9% |
| 6M | +17.1% | -4.5% | +21.6% | +16.7% |
| YTD | -2.0% | -1.9% | -0.1% | -2.9% |
| 1Y | -7.5% | -9.5% | +2.0% | -9.1% |
| All | -7.5% | -7.5% | 0.0% | -9.1% |
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