+26.8%
IP vs AWK
+146.2%
-119.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.5% |
| 30D | +10.6% | +15.8% | -5.2% | +4.7% |
| 3M | -13.6% | +11.0% | -24.6% | -17.0% |
| 6M | +10.4% | +21.0% | -10.6% | +2.6% |
| YTD | -6.5% | +16.7% | -23.2% | -12.4% |
| 1Y | -2.1% | +17.2% | -19.3% | -8.5% |
| 3Y | +22.0% | +29.2% | -7.2% | +6.5% |
| 5Y | -9.7% | -2.3% | -7.4% | -12.4% |
| 10Y | +26.8% | +150.5% | -123.7% | -5.0% |
| All | +26.8% | +146.2% | -119.4% | -5.0% |
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