+938.6%
IGV vs AZO
+6,375.2%
-5,436.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -5.4% | -2.9% | -2.5% | -4.4% |
| 30D | -2.6% | -5.3% | +2.7% | -0.8% |
| 3M | +10.5% | -7.3% | +17.9% | +13.0% |
| 6M | +18.2% | -22.7% | +40.8% | +28.0% |
| YTD | -4.2% | -15.0% | +10.8% | -0.1% |
| 1Y | -9.8% | -32.2% | +22.4% | +1.5% |
| 3Y | +39.1% | +10.0% | +29.1% | +28.6% |
| 5Y | +21.2% | +85.8% | -64.6% | -9.3% |
| 10Y | +361.5% | +298.9% | +62.7% | +144.7% |
| All | +938.6% | +6,375.2% | -5,436.6% | +80.5% |
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