-14.8%
AWK vs IBB
+22.5%
-37.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | +5.6% | +10.5% | -4.9% | +2.3% |
| 3M | +15.9% | +23.6% | -7.8% | +8.5% |
| 6M | +4.6% | +22.6% | -18.1% | -2.1% |
| YTD | +10.1% | +25.7% | -15.6% | +1.9% |
| 1Y | +2.1% | +51.4% | -49.3% | -11.8% |
| 3Y | +9.8% | +64.4% | -54.5% | -9.4% |
| All | -14.8% | +22.5% | -37.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling