+28,318.5%
PWR vs IEF
+128.5%
+28,190.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 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% | +64.5% |
| 3Y | +204.7% | +9.8% | +195.0% | +245.3% |
| 5Y | +451.9% | -8.8% | +460.8% | +347.2% |
| 10Y | +2,425.3% | +4.7% | +2,420.7% | +2,621.3% |
| All | +28,318.5% | +128.5% | +28,190.1% | +218,975.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling