-16.7%
AWK vs IVZ
+61.5%
-78.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | +0.6% | +1.2% | -0.6% | +0.5% |
| 30D | +4.3% | +1.8% | +2.5% | +4.1% |
| 3M | +12.5% | +15.7% | -3.2% | +10.7% |
| 6M | +3.3% | +36.3% | -33.0% | -0.5% |
| YTD | +9.8% | +24.9% | -15.2% | +6.6% |
| 1Y | +2.9% | +48.9% | -46.0% | -2.7% |
| 3Y | +9.6% | +136.8% | -127.2% | -7.0% |
| 5Y | -16.7% | +60.0% | -76.6% | -29.2% |
| All | -16.7% | +61.5% | -78.1% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling