+363.6%
IGV vs PWR
+1,844.4%
-1,480.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.3% | +11.3% | -9.0% | -1.1% |
| 30D | -6.0% | -8.9% | +2.9% | -4.2% |
| 3M | -4.8% | -10.5% | +5.7% | -3.0% |
| 6M | +14.2% | -22.2% | +36.4% | +20.3% |
| YTD | -4.2% | +42.7% | -47.0% | -20.8% |
| 1Y | -5.3% | +41.1% | -46.4% | -21.5% |
| 3Y | +38.8% | +242.7% | -204.0% | -20.9% |
| 5Y | +14.2% | +418.5% | -404.3% | -45.5% |
| All | +363.6% | +1,844.4% | -1,480.9% | +31.0% |
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