+1,131.0%
IJR vs AZO
+10,481.1%
-9,350.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.2% | -3.6% | +1.4% | -0.9% |
| 30D | -4.6% | -5.6% | +1.0% | -2.7% |
| 3M | +0.2% | -6.6% | +6.9% | +2.2% |
| 6M | +14.7% | -22.5% | +37.2% | +24.8% |
| YTD | +18.9% | -15.2% | +34.0% | +24.4% |
| 1Y | +19.9% | -33.9% | +53.9% | +37.3% |
| 3Y | +53.0% | +11.8% | +41.2% | +40.7% |
| 5Y | +40.9% | +85.5% | -44.7% | +4.2% |
| 10Y | +171.1% | +298.2% | -127.1% | +43.0% |
| All | +1,131.0% | +10,481.1% | -9,350.1% | +127.0% |
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