+24.4%
IOT vs AZO
+10.0%
+14.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.5% | -3.6% | -1.0% | -4.5% |
| 30D | -2.4% | -5.6% | +3.1% | -2.4% |
| 3M | +19.0% | -6.6% | +25.6% | +18.9% |
| 6M | +19.6% | -22.5% | +42.1% | +17.9% |
| YTD | +8.3% | -15.2% | +23.4% | +7.1% |
| 1Y | -0.8% | -33.9% | +33.1% | -2.4% |
| 3Y | +24.4% | +11.8% | +12.6% | +11.9% |
| All | +24.4% | +10.0% | +14.4% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling