+155.4%
IWM vs PWR
+1,818.7%
-1,663.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | -0.6% |
| 7D | +0.3% | -11.2% | +11.5% | +4.3% |
| 30D | +0.6% | -17.4% | +18.0% | +7.2% |
| 3M | -6.2% | -11.7% | +5.5% | -3.4% |
| 6M | -0.8% | -21.7% | +20.9% | +6.0% |
| YTD | +14.8% | +38.3% | -23.5% | -6.1% |
| 1Y | +16.1% | +29.6% | -13.4% | -2.4% |
| 3Y | +71.5% | +236.1% | -164.6% | -13.1% |
| 5Y | +25.8% | +406.3% | -380.6% | -50.0% |
| 10Y | +155.4% | +1,796.7% | -1,641.3% | -50.4% |
| All | +155.4% | +1,818.7% | -1,663.3% | -50.4% |
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