+735.8%
IVV vs PWR
+898.4%
-162.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.3% | +7.9% | -1.9% |
| 7D | -4.8% | -19.9% | +15.1% | -0.7% |
| 30D | -5.9% | -29.3% | +23.3% | +0.4% |
| 3M | -4.5% | -25.5% | +20.9% | +0.5% |
| 6M | +1.8% | -34.0% | +35.9% | +9.2% |
| YTD | +8.4% | +20.7% | -12.3% | +2.0% |
| 1Y | +9.4% | +12.3% | -2.9% | +4.4% |
| 3Y | +75.3% | +201.9% | -126.6% | +34.2% |
| 5Y | +67.8% | +336.8% | -269.0% | +17.8% |
| 10Y | +314.2% | +1,748.9% | -1,434.7% | +115.2% |
| All | +735.8% | +898.4% | -162.5% | +253.7% |
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