+73.1%
IVV vs AZO
+72.0%
+1.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +1.3% | +1.2% | +2.3% |
| 30D | -2.0% | +12.0% | -14.0% | -4.3% |
| 3M | -2.8% | +7.2% | -10.0% | -4.3% |
| 6M | +2.2% | -3.2% | +5.3% | +2.5% |
| YTD | +11.5% | -3.9% | +15.4% | +11.5% |
| 1Y | +13.5% | -14.7% | +28.1% | +16.8% |
| 3Y | +78.1% | +20.4% | +57.7% | +62.7% |
| All | +73.1% | +72.0% | +1.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling