+969.7%
AWK vs IBB
+754.3%
+215.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | +15.9% | +23.6% | -7.8% | +8.2% |
| 6M | +4.6% | +22.6% | -18.1% | -2.5% |
| YTD | +10.1% | +25.7% | -15.6% | +1.7% |
| 1Y | +2.1% | +51.4% | -49.3% | -11.4% |
| 3Y | +9.8% | +64.4% | -54.5% | -8.2% |
| 5Y | -15.4% | +22.1% | -37.5% | -23.1% |
| 10Y | +129.4% | +132.5% | -3.1% | +65.8% |
| All | +969.7% | +754.3% | +215.4% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling