+760.2%
IVV vs AZO
+12,171.8%
-11,411.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +1.3% | +1.2% | +2.1% |
| 30D | -2.0% | +12.0% | -14.0% | -5.6% |
| 3M | -2.8% | +7.2% | -10.0% | -5.3% |
| 6M | +2.2% | -3.2% | +5.3% | +2.1% |
| YTD | +11.5% | -3.9% | +15.4% | +11.1% |
| 1Y | +13.5% | -14.7% | +28.1% | +17.4% |
| 3Y | +78.1% | +20.4% | +57.7% | +61.3% |
| 5Y | +73.1% | +72.8% | +0.3% | +36.4% |
| 10Y | +310.4% | +334.4% | -24.0% | +127.3% |
| All | +760.2% | +12,171.8% | -11,411.6% | +74.6% |
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