+10.0%
IEF vs AWK
+9.9%
+0.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -0.6% | +4.3% | -4.9% | -1.0% |
| 3M | -1.0% | +12.5% | -13.5% | -2.2% |
| 6M | -3.1% | +3.3% | -6.4% | -3.4% |
| YTD | -1.9% | +9.8% | -11.6% | -3.0% |
| 1Y | -1.4% | +2.9% | -4.3% | -1.8% |
| All | +10.0% | +9.9% | +0.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling