+23.9%
IP vs AWK
+10.2%
+13.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +1.7% | -7.0% | -5.5% |
| 30D | -10.9% | +5.6% | -16.4% | -11.7% |
| 3M | +11.2% | +15.9% | -4.7% | +8.6% |
| 6M | -10.2% | +4.6% | -14.8% | -11.0% |
| YTD | -2.0% | +10.1% | -12.0% | -3.7% |
| 1Y | -19.1% | +2.1% | -21.2% | -19.7% |
| All | +23.9% | +10.2% | +13.7% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling