+21.2%
IGV vs AWK
-16.7%
+38.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -3.0% | +4.3% | -7.3% | -3.6% |
| 3M | +9.6% | +12.5% | -3.0% | +7.5% |
| 6M | +16.1% | +3.3% | +12.8% | +15.4% |
| YTD | -3.6% | +9.8% | -13.4% | -5.4% |
| 1Y | -7.8% | +2.9% | -10.7% | -8.5% |
| 3Y | +40.0% | +9.6% | +30.4% | +32.7% |
| 5Y | +21.2% | -16.7% | +37.9% | +24.0% |
| All | +21.2% | -16.7% | +38.0% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling