+158.6%
AWK vs IRM
+520.0%
-361.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +0.1% | +6.8% | -6.6% | -1.8% |
| 30D | +14.3% | +2.6% | +11.7% | +12.8% |
| 3M | +10.3% | -9.5% | +19.8% | +12.6% |
| 6M | +18.9% | -8.5% | +27.4% | +20.5% |
| YTD | +17.7% | +40.3% | -22.6% | +2.7% |
| 1Y | +16.9% | +28.7% | -11.8% | +4.7% |
| 3Y | +32.2% | +111.8% | -79.6% | -7.0% |
| 5Y | -2.2% | +189.1% | -191.3% | -40.2% |
| All | +158.6% | +520.0% | -361.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling