+498.6%
IJR vs AWK
+966.9%
-468.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -3.6% | +4.3% | -7.9% | -5.3% |
| 3M | +2.3% | +12.5% | -10.2% | -2.7% |
| 6M | +14.3% | +3.3% | +11.0% | +12.1% |
| YTD | +19.3% | +9.8% | +9.5% | +13.7% |
| 1Y | +22.6% | +2.9% | +19.7% | +19.6% |
| 3Y | +53.5% | +9.6% | +43.9% | +42.1% |
| 5Y | +39.9% | -16.7% | +56.6% | +43.9% |
| 10Y | +172.1% | +136.1% | +36.0% | +65.4% |
| All | +498.6% | +966.9% | -468.3% | +54.4% |
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