+179.3%
IJH vs AZO
+296.8%
-117.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -1.9% | -3.6% | +1.7% | -0.7% |
| 30D | -4.6% | -5.6% | +0.9% | -2.9% |
| 3M | -1.2% | -6.6% | +5.5% | +0.6% |
| 6M | +9.4% | -22.5% | +31.9% | +18.2% |
| YTD | +13.3% | -15.2% | +28.5% | +18.2% |
| 1Y | +13.4% | -33.9% | +47.3% | +28.9% |
| 3Y | +50.4% | +11.8% | +38.6% | +37.7% |
| 5Y | +49.0% | +85.5% | -36.6% | +9.0% |
| All | +179.3% | +296.8% | -117.6% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling