+155.1%
AWK vs IBN
+383.7%
-228.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -2.6% | +5.7% | -8.3% | -3.5% |
| 30D | +14.2% | +20.5% | -6.3% | +10.8% |
| 3M | +10.0% | +15.2% | -5.2% | +7.5% |
| 6M | +17.1% | +34.5% | -17.4% | +11.5% |
| YTD | +16.1% | +16.4% | -0.2% | +12.9% |
| 1Y | +17.5% | +13.5% | +4.0% | +14.7% |
| 3Y | +29.3% | +55.4% | -26.1% | +18.5% |
| 5Y | -3.5% | +73.1% | -76.6% | -13.7% |
| All | +155.1% | +383.7% | -228.7% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling