+363.6%
IGV vs AWK
+157.1%
+206.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.0% | +14.3% | -20.3% | -9.6% |
| 3M | -4.8% | +10.3% | -15.1% | -7.6% |
| 6M | +14.2% | +18.9% | -4.7% | +8.2% |
| YTD | -4.2% | +17.7% | -22.0% | -9.6% |
| 1Y | -5.3% | +16.9% | -22.1% | -10.5% |
| 3Y | +38.8% | +32.2% | +6.6% | +20.0% |
| 5Y | +14.2% | -2.2% | +16.4% | +11.2% |
| All | +363.6% | +157.1% | +206.5% | +231.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling