+1,037.8%
AWK vs IVZ
+143.9%
+893.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | +15.5% | -2.2% | +17.7% | +15.7% |
| 3M | +10.0% | -8.1% | +18.1% | +11.2% |
| 6M | +20.4% | +3.8% | +16.6% | +18.8% |
| YTD | +17.1% | +11.5% | +5.6% | +13.4% |
| 1Y | +18.3% | +23.7% | -5.4% | +12.3% |
| 3Y | +30.4% | +145.8% | -115.4% | +6.5% |
| 5Y | -2.7% | +36.1% | -38.8% | -13.0% |
| 10Y | +154.7% | +42.4% | +112.3% | +105.2% |
| All | +1,037.8% | +143.9% | +893.9% | +570.4% |
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