+198.1%
IWD vs AZO
+296.8%
-98.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -3.6% | +2.8% | +0.3% |
| 30D | -0.8% | -5.6% | +4.7% | +0.8% |
| 3M | +6.9% | -6.6% | +13.6% | +8.6% |
| 6M | +18.3% | -22.5% | +40.8% | +26.6% |
| YTD | +22.4% | -15.2% | +37.5% | +26.9% |
| 1Y | +27.4% | -33.9% | +61.4% | +42.5% |
| 3Y | +71.2% | +11.8% | +59.4% | +59.1% |
| 5Y | +75.7% | +85.5% | -9.8% | +34.6% |
| All | +198.1% | +296.8% | -98.7% | +85.6% |
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 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