+68.2%
IVV vs PWR
+348.7%
-280.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -5.9% | -1.2% |
| 7D | -2.7% | -12.9% | +10.2% | +0.2% |
| 30D | -5.4% | -22.8% | +17.5% | +0.3% |
| 3M | -4.1% | -19.0% | +15.0% | 0.0% |
| 6M | +0.7% | -31.1% | +31.8% | +9.0% |
| YTD | +8.7% | +28.2% | -19.5% | -2.9% |
| 1Y | +11.0% | +22.2% | -11.2% | +0.4% |
| 3Y | +75.4% | +222.1% | -146.7% | +11.0% |
| All | +68.2% | +348.7% | -280.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling