+756.6%
IWM vs PWR
+1,281.7%
-525.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.8% | +19.1% | -16.3% | -1.9% |
| 30D | +0.6% | -12.0% | +12.6% | +3.2% |
| 3M | -7.8% | -10.6% | +2.8% | -6.2% |
| 6M | -1.0% | -20.8% | +19.9% | +3.2% |
| YTD | +13.9% | +43.7% | -29.9% | +0.6% |
| 1Y | +15.4% | +35.0% | -19.5% | +3.6% |
| 3Y | +70.2% | +249.4% | -179.2% | +16.4% |
| 5Y | +23.7% | +422.1% | -398.4% | -24.7% |
| 10Y | +147.8% | +1,868.4% | -1,720.7% | +7.0% |
| All | +756.6% | +1,281.7% | -525.1% | +191.3% |
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