+20.0%
IWM vs PWR
+348.7%
-328.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -1.0% |
| 7D | -2.0% | -12.9% | +10.8% | +1.7% |
| 30D | -1.5% | -22.8% | +21.4% | +6.1% |
| 3M | -8.0% | -19.0% | +11.0% | -3.0% |
| 6M | -4.1% | -31.1% | +27.0% | +6.1% |
| YTD | +11.9% | +28.2% | -16.3% | -3.0% |
| 1Y | +15.0% | +22.2% | -7.2% | +1.3% |
| 3Y | +64.2% | +222.1% | -157.9% | -8.6% |
| All | +20.0% | +348.7% | -328.7% | -44.9% |
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