+81.1%
IEMG vs AWK
+9.5%
+71.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.9% | -0.7% | -0.1% | -0.9% |
| 30D | +2.1% | +2.8% | -0.7% | +2.3% |
| 3M | +4.6% | +11.3% | -6.7% | +5.2% |
| 6M | +14.0% | +6.7% | +7.3% | +14.7% |
| YTD | +22.3% | +9.4% | +13.0% | +23.0% |
| 1Y | +30.7% | +3.7% | +27.0% | +31.6% |
| All | +81.1% | +9.5% | +71.6% | +77.0% |
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