+313.6%
IVV vs AZO
+297.5%
+16.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -1.6% | -5.3% | +3.7% | -0.2% |
| 3M | +4.8% | -7.3% | +12.1% | +6.6% |
| 6M | +12.6% | -22.7% | +35.2% | +20.3% |
| YTD | +11.8% | -15.0% | +26.8% | +15.7% |
| 1Y | +17.6% | -32.2% | +49.8% | +30.0% |
| 3Y | +77.0% | +10.0% | +67.0% | +64.9% |
| 5Y | +82.6% | +85.8% | -3.3% | +40.2% |
| All | +313.6% | +297.5% | +16.2% | +160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling