+969.7%
AWK vs IVZ
+181.7%
+788.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | +5.6% | +4.0% | +1.6% | +4.8% |
| 3M | +15.9% | +18.2% | -2.3% | +12.2% |
| 6M | +4.6% | +32.8% | -28.3% | -1.1% |
| YTD | +10.1% | +28.7% | -18.7% | +4.4% |
| 1Y | +2.1% | +55.4% | -53.3% | -6.6% |
| 3Y | +9.8% | +135.2% | -125.4% | -9.0% |
| 5Y | -15.4% | +64.2% | -79.5% | -26.8% |
| 10Y | +129.4% | +64.6% | +64.8% | +80.8% |
| All | +969.7% | +181.7% | +788.0% | +517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling