+941.3%
IGV vs PWR
+2,357.5%
-1,416.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.7% | +0.3% |
| 7D | -0.4% | -4.8% | +4.3% | +0.3% |
| 30D | -9.9% | -16.2% | +6.3% | -6.6% |
| 3M | -1.2% | -11.9% | +10.8% | +0.7% |
| 6M | +11.3% | -20.6% | +31.9% | +15.1% |
| YTD | -4.0% | +40.3% | -44.2% | -15.3% |
| 1Y | -7.3% | +33.0% | -40.3% | -17.2% |
| 3Y | +42.8% | +250.0% | -207.2% | -2.4% |
| 5Y | +13.7% | +404.2% | -390.5% | -29.7% |
| 10Y | +354.8% | +1,865.8% | -1,511.0% | +94.7% |
| All | +941.3% | +2,357.5% | -1,416.2% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling