+144.3%
IWM vs PWR
+1,857.9%
-1,713.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +2.8% | +19.1% | -16.3% | -4.4% |
| 30D | +0.6% | -12.0% | +12.6% | +4.5% |
| 3M | -7.8% | -10.6% | +2.8% | -5.5% |
| 6M | -1.0% | -20.8% | +19.9% | +5.5% |
| YTD | +13.9% | +43.7% | -29.9% | -8.3% |
| 1Y | +15.4% | +35.0% | -19.5% | -4.6% |
| 3Y | +70.2% | +249.4% | -179.2% | -15.1% |
| 5Y | +23.7% | +422.1% | -398.4% | -51.4% |
| All | +144.3% | +1,857.9% | -1,713.5% | -53.4% |
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