+689.7%
IYR vs AZO
+10,337.2%
-9,647.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -1.4% | -3.6% | +2.2% | -0.1% |
| 30D | -2.7% | -5.6% | +2.9% | -0.7% |
| 3M | -2.1% | -6.6% | +4.5% | -0.1% |
| 6M | +3.6% | -22.5% | +26.1% | +12.6% |
| YTD | +8.1% | -15.2% | +23.3% | +13.2% |
| 1Y | +4.7% | -33.9% | +38.7% | +19.8% |
| 3Y | +29.1% | +11.8% | +17.3% | +19.5% |
| 5Y | +6.9% | +85.5% | -78.6% | -20.1% |
| 10Y | +69.0% | +298.2% | -229.2% | -9.9% |
| All | +689.7% | +10,337.2% | -9,647.5% | +78.9% |
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 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