+166.4%
IWM vs AZO
+296.8%
-130.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.4% | -3.6% | +1.2% | -1.3% |
| 30D | -4.6% | -5.6% | +1.0% | -2.9% |
| 3M | -0.3% | -6.6% | +6.4% | +1.4% |
| 6M | +14.7% | -22.5% | +37.2% | +23.4% |
| YTD | +17.8% | -15.2% | +33.0% | +22.6% |
| 1Y | +21.2% | -33.9% | +55.2% | +36.7% |
| 3Y | +62.3% | +11.8% | +50.5% | +49.3% |
| 5Y | +38.7% | +85.5% | -46.8% | +3.6% |
| All | +166.4% | +296.8% | -130.5% | +60.1% |
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