+48.1%
IJH vs AWK
-17.6%
+65.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -1.9% | -2.1% | +0.3% | -1.4% |
| 30D | -4.6% | +2.1% | -6.7% | -5.1% |
| 3M | -1.2% | +11.4% | -12.5% | -3.7% |
| 6M | +9.4% | +3.9% | +5.5% | +8.1% |
| YTD | +13.3% | +7.7% | +5.6% | +10.7% |
| 1Y | +13.4% | +1.3% | +12.1% | +12.4% |
| 3Y | +50.4% | +7.2% | +43.3% | +42.8% |
| All | +48.1% | -17.6% | +65.6% | +43.6% |
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