+179.3%
IJH vs AWK
+132.0%
+47.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -1.9% | -2.1% | +0.3% | -1.2% |
| 30D | -4.6% | +2.1% | -6.7% | -5.4% |
| 3M | -1.2% | +11.4% | -12.5% | -5.0% |
| 6M | +9.4% | +3.9% | +5.5% | +7.3% |
| YTD | +13.3% | +7.7% | +5.6% | +9.5% |
| 1Y | +13.4% | +1.3% | +12.1% | +11.6% |
| 3Y | +50.4% | +7.2% | +43.3% | +41.2% |
| 5Y | +49.0% | -17.0% | +66.0% | +53.5% |
| All | +179.3% | +132.0% | +47.3% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling