-16.7%
AWK vs IBN
+54.0%
-70.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.6% | -5.1% | +5.7% | +1.3% |
| 30D | +4.3% | -3.5% | +7.8% | +4.8% |
| 3M | +12.5% | +11.3% | +1.2% | +10.8% |
| 6M | +3.3% | +4.4% | -1.1% | +2.5% |
| YTD | +9.8% | -1.8% | +11.6% | +9.8% |
| 1Y | +2.9% | -8.0% | +10.9% | +4.0% |
| 3Y | +9.6% | +27.1% | -17.5% | +2.6% |
| 5Y | -16.7% | +54.5% | -71.1% | -25.1% |
| All | -16.7% | +54.0% | -70.7% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling