+3.0%
AWK vs IBB
+45.6%
-42.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.2% |
| 7D | +2.2% | -1.7% | +3.8% | +2.2% |
| 30D | +4.4% | +4.9% | -0.4% | +4.4% |
| 3M | +15.4% | +24.2% | -8.9% | +16.5% |
| 6M | +3.5% | +23.8% | -20.3% | +4.5% |
| YTD | +9.8% | +23.0% | -13.2% | +10.6% |
| 1Y | +3.0% | +46.2% | -43.2% | +2.2% |
| All | +3.0% | +45.6% | -42.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling