-12.3%
IP vs AWK
+0.6%
-12.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.5% |
| 7D | -5.0% | +7.2% | -12.1% | -6.7% |
| 30D | +6.5% | +19.0% | -12.5% | +1.6% |
| 3M | -18.0% | +14.4% | -32.4% | -21.0% |
| 6M | +10.3% | +22.6% | -12.3% | +4.3% |
| YTD | -9.9% | +19.2% | -29.1% | -14.5% |
| 1Y | -1.1% | +19.6% | -20.6% | -6.2% |
| 3Y | +13.0% | +26.1% | -13.1% | +2.1% |
| 5Y | -12.3% | +0.1% | -12.3% | -19.0% |
| All | -12.3% | +0.6% | -12.9% | -19.0% |
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 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