-16.3%
AWK vs IFF
-35.8%
+19.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.1% | -3.2% | +1.0% | -1.5% |
| 30D | +2.1% | -0.3% | +2.3% | +2.1% |
| 3M | +11.4% | +8.4% | +2.9% | +9.3% |
| 6M | +3.9% | +23.0% | -19.1% | -1.4% |
| YTD | +7.7% | +25.5% | -17.8% | +1.5% |
| 1Y | +1.3% | +29.1% | -27.8% | -5.3% |
| 3Y | +7.2% | +31.7% | -24.5% | -1.9% |
| All | -16.3% | -35.8% | +19.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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