+10.6%
IOT vs AZO
-7.5%
+18.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +3.4% |
| 7D | -0.5% | +5.3% | -5.8% | -1.4% |
| 30D | +1.0% | +18.4% | -17.5% | -1.9% |
| 3M | +10.9% | +9.8% | +1.1% | +8.8% |
| 6M | +39.9% | -4.5% | +44.4% | +34.6% |
| YTD | +20.8% | -1.9% | +22.7% | +13.6% |
| 1Y | +10.6% | -9.5% | +20.1% | +4.3% |
| All | +10.6% | -7.5% | +18.0% | +4.3% |
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