-19.1%
IP vs AZO
-28.9%
+9.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | -10.9% | -2.7% | -8.2% | -10.4% |
| 3M | +11.2% | -3.2% | +14.4% | +11.6% |
| 6M | -10.2% | -19.7% | +9.5% | -6.8% |
| YTD | -2.0% | -12.0% | +10.0% | -0.1% |
| 1Y | -19.1% | -29.5% | +10.4% | -14.9% |
| All | -19.1% | -28.9% | +9.8% | -14.9% |
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 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