+168.1%
IJR vs AWK
+132.0%
+36.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -2.2% | -2.1% | 0.0% | -1.5% |
| 30D | -4.6% | +2.1% | -6.6% | -5.3% |
| 3M | +0.2% | +11.4% | -11.1% | -3.4% |
| 6M | +14.7% | +3.9% | +10.8% | +12.7% |
| YTD | +18.9% | +7.7% | +11.2% | +15.1% |
| 1Y | +19.9% | +1.3% | +18.6% | +18.2% |
| 3Y | +53.0% | +7.2% | +45.9% | +44.4% |
| 5Y | +40.9% | -17.0% | +57.9% | +44.4% |
| All | +168.1% | +132.0% | +36.1% | +104.6% |
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 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