+1,044.2%
AWK vs IBN
+433.6%
+610.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.1% | +1.9% | -1.7% | -0.1% |
| 30D | +14.3% | +22.1% | -7.8% | +11.0% |
| 3M | +10.3% | +17.1% | -6.8% | +7.8% |
| 6M | +18.9% | +35.5% | -16.6% | +13.7% |
| YTD | +17.7% | +16.8% | +0.9% | +14.7% |
| 1Y | +16.9% | +12.4% | +4.5% | +14.5% |
| 3Y | +32.2% | +58.0% | -25.9% | +22.4% |
| 5Y | -2.2% | +73.7% | -75.9% | -11.1% |
| 10Y | +156.1% | +385.6% | -229.4% | +94.1% |
| All | +1,044.2% | +433.6% | +610.5% | +628.5% |
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