+1,376.5%
PWR vs IJH
+1,054.0%
+322.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.2% |
| 7D | +4.2% | -1.9% | +6.1% | +6.7% |
| 30D | -4.0% | -4.6% | +0.6% | +1.9% |
| 3M | -4.8% | -1.2% | -3.6% | -3.0% |
| 6M | +14.6% | +9.4% | +5.2% | +3.2% |
| YTD | +54.2% | +13.3% | +40.9% | +32.8% |
| 1Y | +67.1% | +13.4% | +53.7% | +44.2% |
| 3Y | +218.5% | +50.4% | +168.0% | +91.8% |
| 5Y | +466.3% | +49.0% | +417.3% | +239.2% |
| 10Y | +2,520.4% | +182.6% | +2,337.8% | +550.0% |
| All | +1,376.5% | +1,054.0% | +322.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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