+2,521.4%
PWR vs IEF
+3.8%
+2,517.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.0% |
| 7D | +4.2% | -1.3% | +5.5% | +3.3% |
| 30D | -4.0% | -1.7% | -2.3% | -5.1% |
| 3M | -4.8% | -2.5% | -2.2% | -6.3% |
| 6M | +14.6% | -3.3% | +17.9% | +12.0% |
| YTD | +54.2% | -2.8% | +57.1% | +51.2% |
| 1Y | +67.1% | -2.7% | +69.8% | +64.0% |
| 3Y | +218.5% | +8.9% | +209.5% | +239.3% |
| 5Y | +466.3% | -9.4% | +475.7% | +332.9% |
| All | +2,521.4% | +3.8% | +2,517.7% | +2,540.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling