+1,844.9%
PWR vs IBB
+127.7%
+1,717.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.0% |
| 7D | +19.1% | +1.6% | +17.4% | +18.1% |
| 30D | -12.0% | +6.7% | -18.7% | -15.1% |
| 3M | -10.6% | +6.3% | -16.9% | -14.2% |
| 6M | -20.8% | +23.9% | -44.7% | -30.9% |
| YTD | +43.7% | +26.6% | +17.2% | +23.7% |
| 1Y | +35.0% | +29.6% | +5.3% | +14.6% |
| 3Y | +249.4% | +86.1% | +163.3% | +136.0% |
| 5Y | +422.1% | +40.3% | +381.8% | +311.3% |
| All | +1,844.9% | +127.7% | +1,717.2% | +1,034.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling