+315.1%
IVV vs PWR
+2,321.3%
-2,006.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -1.0% |
| 30D | +0.1% | -8.6% | +8.6% | +2.7% |
| 3M | +2.0% | -13.2% | +15.2% | +5.5% |
| 6M | +13.0% | +9.9% | +3.1% | +7.1% |
| YTD | +13.6% | +48.0% | -34.4% | -3.2% |
| 1Y | +20.1% | +66.2% | -46.1% | -2.4% |
| 3Y | +77.6% | +195.1% | -117.5% | +12.8% |
| 5Y | +82.5% | +442.6% | -360.1% | -10.5% |
| All | +315.1% | +2,321.3% | -2,006.1% | +3.2% |
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 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