+22.9%
IP vs AWK
+129.0%
-106.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +1.7% | -7.0% | -5.9% |
| 30D | -10.9% | +5.6% | -16.4% | -12.7% |
| 3M | +11.2% | +15.9% | -4.7% | +5.2% |
| 6M | -10.2% | +4.6% | -14.8% | -12.0% |
| YTD | -2.0% | +10.1% | -12.0% | -6.1% |
| 1Y | -19.1% | +2.1% | -21.2% | -20.2% |
| 3Y | +20.9% | +9.8% | +11.0% | +12.7% |
| 5Y | -17.8% | -15.4% | -2.5% | -15.5% |
| All | +22.9% | +129.0% | -106.1% | -8.1% |
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 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