+998.4%
IGV vs AWK
+1,028.7%
-30.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +2.5% | -2.6% | +5.1% | +3.4% |
| 30D | -8.6% | +14.2% | -22.7% | -13.0% |
| 3M | -1.6% | +10.0% | -11.6% | -5.2% |
| 6M | +13.4% | +17.1% | -3.6% | +6.5% |
| YTD | -4.0% | +16.1% | -20.1% | -10.3% |
| 1Y | -7.6% | +17.5% | -25.2% | -14.3% |
| 3Y | +39.3% | +29.3% | +9.9% | +19.3% |
| 5Y | +14.5% | -3.5% | +18.0% | +10.5% |
| 10Y | +358.7% | +152.7% | +206.1% | +181.8% |
| All | +998.4% | +1,028.7% | -30.3% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling