+2.3%
IP vs AWK
+20.7%
-18.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +3.4% | +7.0% | -3.6% | +2.1% |
| 30D | +11.2% | +17.0% | -5.8% | +8.1% |
| 3M | -14.8% | +12.4% | -27.2% | -16.6% |
| 6M | +17.3% | +19.6% | -2.3% | +14.5% |
| YTD | -6.2% | +17.0% | -23.2% | -7.2% |
| 1Y | +2.3% | +20.0% | -17.7% | -0.1% |
| All | +2.3% | +20.7% | -18.3% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling