+20.0%
AWK vs IVZ
+30.5%
-10.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +2.7% |
| 7D | +7.0% | +2.6% | +4.4% | +7.4% |
| 30D | +17.0% | -3.5% | +20.5% | +16.6% |
| 3M | +12.4% | -7.4% | +19.8% | +11.5% |
| 6M | +19.6% | +14.7% | +4.9% | +22.2% |
| YTD | +17.0% | +14.6% | +2.4% | +21.8% |
| 1Y | +20.0% | +30.7% | -10.7% | +28.0% |
| All | +20.0% | +30.5% | -10.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling