-9.8%
IGV vs AWK
+2.5%
-12.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.7% |
| 7D | -5.4% | -0.7% | -4.6% | -5.6% |
| 30D | -2.6% | +2.8% | -5.4% | -1.8% |
| 3M | +10.5% | +11.3% | -0.8% | +14.5% |
| 6M | +18.2% | +6.7% | +11.4% | +21.4% |
| YTD | -4.2% | +9.4% | -13.6% | -0.4% |
| 1Y | -9.8% | +3.7% | -13.5% | -7.9% |
| All | -9.8% | +2.5% | -12.3% | -7.9% |
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 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