-13.6%
IP vs AWK
-2.4%
-11.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +7.9% | +14.3% | -6.3% | +4.0% |
| 3M | -15.3% | +10.3% | -25.6% | -17.6% |
| 6M | +10.5% | +18.9% | -8.4% | +5.3% |
| YTD | -9.4% | +17.7% | -27.1% | -13.7% |
| 1Y | -4.6% | +16.9% | -21.5% | -9.1% |
| 3Y | +21.2% | +32.2% | -10.9% | +7.3% |
| All | -13.6% | -2.4% | -11.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling