+198.5%
IP vs AWK
+969.7%
-771.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -5.3% | +1.7% | -7.0% | -6.0% |
| 30D | -10.9% | +5.6% | -16.4% | -13.1% |
| 3M | +11.2% | +15.9% | -4.7% | +3.7% |
| 6M | -10.2% | +4.6% | -14.8% | -12.5% |
| YTD | -2.0% | +10.1% | -12.0% | -7.2% |
| 1Y | -19.1% | +2.1% | -21.2% | -20.6% |
| 3Y | +20.9% | +9.8% | +11.0% | +10.7% |
| 5Y | -17.8% | -15.4% | -2.5% | -15.6% |
| 10Y | +23.5% | +129.4% | -105.9% | -29.9% |
| All | +198.5% | +969.7% | -771.2% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling