+144.3%
IEMG vs AWK
+417.9%
-273.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +4.6% | +4.3% | +0.3% | +3.6% |
| 3M | +4.8% | +12.5% | -7.7% | +1.8% |
| 6M | +16.8% | +3.3% | +13.5% | +15.4% |
| YTD | +24.8% | +9.8% | +15.1% | +21.2% |
| 1Y | +34.3% | +2.9% | +31.4% | +32.2% |
| 3Y | +87.0% | +9.6% | +77.3% | +77.9% |
| 5Y | +49.9% | -16.7% | +66.6% | +53.1% |
| 10Y | +144.8% | +136.1% | +8.7% | +73.2% |
| All | +144.3% | +417.9% | -273.6% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling