+174.5%
IP vs AWK
+1,058.8%
-884.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.8% |
| 7D | -5.0% | +7.2% | -12.1% | -8.0% |
| 30D | +6.5% | +19.0% | -12.5% | -1.8% |
| 3M | -18.0% | +14.4% | -32.4% | -23.1% |
| 6M | +10.3% | +22.6% | -12.3% | 0.0% |
| YTD | -9.9% | +19.2% | -29.1% | -17.9% |
| 1Y | -1.1% | +19.6% | -20.6% | -10.0% |
| 3Y | +13.0% | +26.1% | -13.1% | -3.0% |
| 5Y | -12.3% | +0.1% | -12.3% | -16.9% |
| 10Y | +26.8% | +163.3% | -136.5% | -32.9% |
| All | +174.5% | +1,058.8% | -884.3% | -47.3% |
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