-0.9%
AWK vs IBB
+37.5%
-38.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | +18.0% | +5.1% | +12.9% | +16.0% |
| 3M | +12.2% | +10.7% | +1.5% | +8.3% |
| 6M | +21.2% | +22.9% | -1.7% | +13.1% |
| YTD | +17.6% | +26.7% | -9.1% | +8.0% |
| 1Y | +19.2% | +35.1% | -15.9% | +6.9% |
| 3Y | +26.7% | +80.2% | -53.5% | -0.7% |
| All | -0.9% | +37.5% | -38.4% | -18.7% |
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