+66.9%
IYR vs AZO
+296.8%
-229.9%
-42.3%
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 | -1.4% | -3.6% | +2.2% | -0.3% |
| 30D | -2.7% | -5.6% | +2.9% | -1.0% |
| 3M | -2.1% | -6.6% | +4.5% | -0.4% |
| 6M | +3.6% | -22.5% | +26.1% | +11.2% |
| YTD | +8.1% | -15.2% | +23.3% | +12.4% |
| 1Y | +4.7% | -33.9% | +38.7% | +17.5% |
| 3Y | +29.1% | +11.8% | +17.3% | +20.3% |
| 5Y | +6.9% | +85.5% | -78.6% | -17.9% |
| All | +66.9% | +296.8% | -229.9% | +4.9% |
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