-16.7%
AWK vs IAG
+804.8%
-821.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | +4.3% | +11.4% | -7.2% | +3.6% |
| 3M | +12.5% | +33.0% | -20.5% | +10.5% |
| 6M | +3.3% | -6.0% | +9.3% | +3.3% |
| YTD | +9.8% | +24.6% | -14.8% | +7.1% |
| 1Y | +2.9% | +105.0% | -102.1% | -4.0% |
| 3Y | +9.6% | +837.9% | -828.3% | -13.8% |
| 5Y | -16.7% | +817.0% | -833.6% | -36.0% |
| All | -16.7% | +804.8% | -821.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling