+357.1%
IGV vs PWR
+1,818.7%
-1,461.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -2.3% | -11.2% | +9.0% | +0.8% |
| 30D | -11.0% | -17.4% | +6.4% | -6.4% |
| 3M | -4.5% | -11.7% | +7.3% | -2.2% |
| 6M | +10.1% | -21.7% | +31.8% | +15.5% |
| YTD | -5.1% | +38.3% | -43.3% | -20.7% |
| 1Y | -10.2% | +29.6% | -39.8% | -23.3% |
| 3Y | +37.7% | +236.1% | -198.4% | -21.1% |
| 5Y | +15.7% | +406.3% | -390.7% | -44.4% |
| 10Y | +357.1% | +1,796.7% | -1,439.6% | +30.7% |
| All | +357.1% | +1,818.7% | -1,461.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling