+776.1%
IVV vs AZO
+11,131.2%
-10,355.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +0.1% | -2.7% | +2.8% | +0.9% |
| 3M | +2.0% | -3.2% | +5.2% | +2.5% |
| 6M | +13.0% | -19.7% | +32.8% | +20.2% |
| YTD | +13.6% | -12.0% | +25.6% | +16.8% |
| 1Y | +20.1% | -29.5% | +49.6% | +32.3% |
| 3Y | +77.6% | +17.3% | +60.3% | +62.3% |
| 5Y | +82.5% | +94.1% | -11.6% | +38.2% |
| 10Y | +316.5% | +303.3% | +13.2% | +136.8% |
| All | +776.1% | +11,131.2% | -10,355.1% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling