+413.4%
IWF vs AZO
+296.8%
+116.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.9% | -3.6% | +2.6% | +0.1% |
| 30D | -1.7% | -5.6% | +3.8% | -0.2% |
| 3M | +0.7% | -6.6% | +7.3% | +2.1% |
| 6M | +8.6% | -22.5% | +31.1% | +15.8% |
| YTD | +3.5% | -15.2% | +18.7% | +7.1% |
| 1Y | +7.0% | -33.9% | +41.0% | +19.0% |
| 3Y | +76.3% | +11.8% | +64.5% | +62.9% |
| 5Y | +74.8% | +85.5% | -10.8% | +34.6% |
| All | +413.4% | +296.8% | +116.6% | +226.9% |
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