+411.1%
PWR vs IAG
+421.7%
-10.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +11.3% | -7.7% | +19.0% | +12.5% |
| 30D | -8.9% | +1.6% | -10.4% | -9.2% |
| 3M | -10.5% | -2.4% | -8.1% | -10.6% |
| 6M | -22.2% | -7.8% | -14.3% | -22.2% |
| YTD | +42.7% | +5.0% | +37.7% | +39.3% |
| 1Y | +41.1% | +25.7% | +15.4% | +34.7% |
| 3Y | +242.7% | +694.5% | -451.7% | +163.8% |
| All | +411.1% | +421.7% | -10.6% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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