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  • PWR vs IEF✓SelectedUSD · IEFPWR vs IEF performance historyLatest closeAs of-1.89%09/09
Stock and ETF performance explorer

PWR vs IEF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+28,318.5%
IEF return
+128.5%
Excess return
+28,190.0%
Maximum drawdown
-69.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioIEFExcessAlpha
1D-1.9%-0.3%-1.6%-2.3%
7D+2.7%-0.3%+3.0%+2.2%
30D-5.1%-0.6%-4.6%-5.8%
3M-9.4%-1.0%-8.4%-10.6%
6M+10.4%-3.1%+13.5%+5.6%
YTD+48.6%-1.9%+50.5%+44.5%
1Y+68.0%-1.4%+69.4%+64.6%
3Y+204.7%+9.8%+194.9%+245.3%
5Y+451.9%-8.8%+460.7%+347.2%
10Y+2,425.3%+4.7%+2,420.7%+2,621.5%
All+28,318.5%+128.5%+28,190.0%+219,013.7%

Cumulative growth

Daily Returns

Daily percentage return beside IEF.

Daily Out/Under-Performance

Portfolio return minus IEF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IEF 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded IEF 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling