+161.6%
IWM vs PWR
+1,833.2%
-1,671.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -1.5% |
| 7D | -2.0% | -12.9% | +10.8% | +2.6% |
| 30D | -1.5% | -22.8% | +21.4% | +8.0% |
| 3M | -8.0% | -19.0% | +11.0% | -1.8% |
| 6M | -4.1% | -31.1% | +27.0% | +8.1% |
| YTD | +11.9% | +28.3% | -16.3% | -5.6% |
| 1Y | +15.0% | +22.2% | -7.2% | -1.1% |
| 3Y | +64.2% | +222.2% | -158.0% | -15.7% |
| 5Y | +20.4% | +364.2% | -343.8% | -50.4% |
| All | +161.6% | +1,833.2% | -1,671.6% | -49.6% |
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