+202.9%
PWR vs IEF
+9.2%
+193.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | -7.7% | -1.5% | -6.3% | -7.6% |
| 3M | -4.9% | -1.7% | -3.3% | -4.7% |
| 6M | +9.7% | -3.5% | +13.2% | +10.0% |
| YTD | +46.7% | -2.6% | +49.3% | +47.1% |
| 1Y | +58.7% | -2.4% | +61.1% | +59.3% |
| All | +202.9% | +9.2% | +193.7% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling