+12.2%
IOT vs AZO
-28.9%
+41.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -2.3% | +0.7% | -3.1% | -2.3% |
| 30D | +3.8% | -2.7% | +6.5% | +3.7% |
| 3M | +14.2% | -3.2% | +17.4% | +13.8% |
| 6M | +40.1% | -19.7% | +59.9% | +32.1% |
| YTD | +13.4% | -12.0% | +25.4% | +10.3% |
| 1Y | +12.2% | -29.5% | +41.7% | -6.1% |
| All | +12.2% | -28.9% | +41.1% | -6.1% |
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