+914.8%
IGV vs PWR
+2,147.3%
-1,232.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -1.7% |
| 7D | -5.2% | -12.9% | +7.7% | -2.3% |
| 30D | -10.0% | -22.8% | +12.9% | -4.6% |
| 3M | -0.5% | -19.0% | +18.5% | +3.6% |
| 6M | +12.6% | -31.1% | +43.7% | +20.7% |
| YTD | -6.4% | +28.3% | -34.7% | -15.6% |
| 1Y | -9.5% | +22.2% | -31.7% | -17.4% |
| 3Y | +41.7% | +222.2% | -180.5% | -1.0% |
| 5Y | +12.7% | +364.2% | -351.5% | -28.8% |
| 10Y | +354.1% | +1,864.8% | -1,510.8% | +94.7% |
| All | +914.8% | +2,147.3% | -1,232.6% | +219.2% |
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