+8,256.9%
PWR vs IAG
+377.5%
+7,879.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | -8.6% | +28.9% | -37.5% | -11.5% |
| 3M | -13.2% | +19.1% | -32.3% | -15.3% |
| 6M | +9.9% | -10.3% | +20.2% | +10.3% |
| YTD | +48.0% | +24.2% | +23.8% | +42.4% |
| 1Y | +66.2% | +116.5% | -50.3% | +49.7% |
| 3Y | +195.1% | +742.8% | -547.7% | +122.2% |
| 5Y | +442.6% | +753.3% | -310.8% | +290.9% |
| 10Y | +2,334.2% | +403.2% | +1,931.0% | +1,582.0% |
| All | +8,256.9% | +377.5% | +7,879.4% | +4,057.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling