+126.1%
AWK vs IBB
+122.6%
+3.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.5% |
| 7D | +2.2% | -1.7% | +3.8% | +2.7% |
| 30D | +4.4% | +4.9% | -0.4% | +2.7% |
| 3M | +15.4% | +24.2% | -8.9% | +7.2% |
| 6M | +3.5% | +23.8% | -20.3% | -4.1% |
| YTD | +9.8% | +23.0% | -13.2% | +1.8% |
| 1Y | +3.0% | +46.2% | -43.2% | -10.4% |
| 3Y | +9.7% | +64.8% | -55.2% | -9.8% |
| 5Y | -17.2% | +20.9% | -38.1% | -25.1% |
| 10Y | +126.1% | +121.6% | +4.5% | +69.9% |
| All | +126.1% | +122.6% | +3.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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