-7.5%
IGV vs AWK
+20.7%
-28.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +1.5% |
| 7D | -7.5% | +7.0% | -14.5% | -5.6% |
| 30D | -5.6% | +17.0% | -22.7% | -1.3% |
| 3M | +1.5% | +12.4% | -10.9% | +5.2% |
| 6M | +17.1% | +19.6% | -2.5% | +24.8% |
| YTD | -2.0% | +17.0% | -19.0% | +4.4% |
| 1Y | -7.5% | +20.0% | -27.5% | -1.2% |
| All | -7.5% | +20.7% | -28.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling