+969.7%
AWK vs IBN
+368.4%
+601.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +5.6% | -0.3% | +5.9% | +5.6% |
| 3M | +15.9% | +17.1% | -1.3% | +13.2% |
| 6M | +4.6% | +3.4% | +1.2% | +3.9% |
| YTD | +10.1% | +2.5% | +7.5% | +9.3% |
| 1Y | +2.1% | -4.2% | +6.3% | +2.3% |
| 3Y | +9.8% | +32.4% | -22.5% | +4.4% |
| 5Y | -15.4% | +59.2% | -74.5% | -22.2% |
| 10Y | +129.4% | +345.7% | -216.3% | +75.7% |
| All | +969.7% | +368.4% | +601.3% | +594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling