+155.1%
AWK vs IAG
+384.2%
-229.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.5% |
| 7D | -2.6% | -2.1% | -0.5% | -2.5% |
| 30D | +14.2% | -6.2% | +20.3% | +14.4% |
| 3M | +10.0% | -5.1% | +15.2% | +10.1% |
| 6M | +17.1% | -10.0% | +27.1% | +17.1% |
| YTD | +16.1% | +3.9% | +12.2% | +14.1% |
| 1Y | +17.5% | +18.9% | -1.3% | +14.3% |
| 3Y | +29.3% | +651.8% | -622.4% | +6.3% |
| 5Y | -3.5% | +416.3% | -419.8% | -21.2% |
| All | +155.1% | +384.2% | -229.1% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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