+6.5%
IYR vs AZO
+85.8%
-79.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -1.4% | -3.6% | +2.2% | -0.5% |
| 30D | -2.7% | -5.6% | +2.9% | -1.4% |
| 3M | -2.1% | -6.6% | +4.5% | -0.8% |
| 6M | +3.6% | -22.5% | +26.1% | +9.5% |
| YTD | +8.1% | -15.2% | +23.3% | +11.4% |
| 1Y | +4.7% | -33.9% | +38.7% | +14.9% |
| 3Y | +29.1% | +11.8% | +17.3% | +21.3% |
| All | +6.5% | +85.8% | -79.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling