+1,042.6%
AWK vs IBB
+761.2%
+281.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +4.1% | -1.8% | +5.9% | +4.6% |
| 30D | +18.0% | +5.1% | +12.9% | +15.9% |
| 3M | +12.2% | +10.7% | +1.5% | +8.2% |
| 6M | +21.2% | +22.9% | -1.7% | +13.0% |
| YTD | +17.6% | +26.7% | -9.1% | +8.0% |
| 1Y | +19.2% | +35.1% | -15.9% | +7.2% |
| 3Y | +26.7% | +80.2% | -53.5% | +2.4% |
| 5Y | -1.3% | +37.8% | -39.2% | -13.8% |
| 10Y | +159.7% | +161.2% | -1.5% | +80.8% |
| All | +1,042.6% | +761.2% | +281.3% | +276.4% |
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