+995.6%
IGV vs AWK
+1,044.2%
-48.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.0% | +14.3% | -20.3% | -10.5% |
| 3M | -4.8% | +10.3% | -15.1% | -8.3% |
| 6M | +14.2% | +18.9% | -4.7% | +6.6% |
| YTD | -4.2% | +17.7% | -22.0% | -11.0% |
| 1Y | -5.3% | +16.9% | -22.1% | -11.8% |
| 3Y | +38.8% | +32.2% | +6.6% | +17.9% |
| 5Y | +14.2% | -2.2% | +16.4% | +9.7% |
| 10Y | +357.6% | +156.1% | +201.4% | +179.8% |
| All | +995.6% | +1,044.2% | -48.6% | +208.0% |
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 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