-9.2%
IEF vs AWK
-17.3%
+8.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | -0.7% | -0.4% | -1.1% |
| 30D | -1.5% | +2.8% | -4.2% | -1.8% |
| 3M | -1.7% | +11.3% | -13.0% | -2.9% |
| 6M | -3.5% | +6.7% | -10.2% | -4.3% |
| YTD | -2.6% | +9.4% | -12.0% | -3.8% |
| 1Y | -2.4% | +3.7% | -6.1% | -3.0% |
| 3Y | +8.9% | +9.2% | -0.3% | +6.6% |
| 5Y | -9.2% | -15.7% | +6.5% | -9.9% |
| All | -9.2% | -17.3% | +8.0% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling