+966.9%
AWK vs IFF
+182.8%
+784.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | +4.3% | -0.9% | +5.2% | +4.5% |
| 3M | +12.5% | +11.8% | +0.7% | +8.8% |
| 6M | +3.3% | +16.5% | -13.2% | -2.3% |
| YTD | +9.8% | +26.5% | -16.8% | +1.3% |
| 1Y | +2.9% | +32.7% | -29.8% | -6.5% |
| 3Y | +9.6% | +32.0% | -22.4% | -2.2% |
| 5Y | -16.7% | -36.1% | +19.4% | -10.5% |
| 10Y | +136.1% | -20.1% | +156.1% | +124.0% |
| All | +966.9% | +182.8% | +784.1% | +485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling