+808.3%
IWM vs AZO
+10,873.0%
-10,064.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -1.3% | -2.7% | +1.4% | -0.3% |
| 3M | +1.6% | -3.2% | +4.8% | +2.2% |
| 6M | +13.6% | -19.7% | +33.3% | +21.9% |
| YTD | +20.8% | -12.0% | +32.8% | +24.7% |
| 1Y | +26.4% | -29.5% | +55.9% | +41.3% |
| 3Y | +60.7% | +17.3% | +43.3% | +44.8% |
| 5Y | +38.2% | +94.1% | -55.9% | +0.2% |
| 10Y | +169.5% | +303.3% | -133.8% | +40.2% |
| All | +808.3% | +10,873.0% | -10,064.8% | +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 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