+14.5%
IGV vs AWK
-3.7%
+18.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +2.5% | -2.6% | +5.1% | +2.8% |
| 30D | -8.6% | +14.2% | -22.7% | -10.4% |
| 3M | -1.6% | +10.0% | -11.6% | -3.0% |
| 6M | +13.4% | +17.1% | -3.6% | +10.6% |
| YTD | -4.0% | +16.1% | -20.1% | -6.6% |
| 1Y | -7.6% | +17.5% | -25.2% | -10.5% |
| 3Y | +39.3% | +29.3% | +9.9% | +23.0% |
| 5Y | +14.5% | -3.5% | +18.0% | +15.0% |
| All | +14.5% | -3.7% | +18.2% | +15.0% |
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