+808.3%
IWM vs PWR
+1,323.0%
-514.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.1% | +3.6% | -3.5% | -0.8% |
| 30D | -1.3% | -8.6% | +7.3% | +0.9% |
| 3M | +1.6% | -13.2% | +14.8% | +4.5% |
| 6M | +13.6% | +9.9% | +3.7% | +9.1% |
| YTD | +20.8% | +48.0% | -27.3% | +6.9% |
| 1Y | +26.4% | +66.2% | -39.8% | +8.3% |
| 3Y | +60.7% | +195.1% | -134.4% | +15.7% |
| 5Y | +38.2% | +442.6% | -404.4% | -15.9% |
| 10Y | +169.5% | +2,334.2% | -2,164.8% | +11.9% |
| All | +808.3% | +1,323.0% | -514.7% | +209.7% |
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