-4.6%
IP vs AZO
-15.7%
+11.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +7.9% | +12.0% | -4.0% | +5.2% |
| 3M | -15.3% | +7.2% | -22.5% | -16.8% |
| 6M | +10.5% | -3.2% | +13.7% | +10.4% |
| YTD | -9.4% | -3.9% | -5.5% | -9.4% |
| 1Y | -4.6% | -14.7% | +10.0% | +1.0% |
| All | -4.6% | -15.7% | +11.1% | +1.0% |
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 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