+1,831.6%
PWR vs IRM
+520.0%
+1,311.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +11.3% | +6.8% | +4.5% | +7.7% |
| 30D | -8.9% | +2.6% | -11.5% | -9.6% |
| 3M | -10.5% | -9.5% | -1.0% | -5.5% |
| 6M | -22.2% | -8.5% | -13.7% | -18.3% |
| YTD | +42.7% | +40.3% | +2.5% | +21.9% |
| 1Y | +41.1% | +28.7% | +12.4% | +25.5% |
| 3Y | +242.7% | +111.8% | +130.9% | +139.0% |
| 5Y | +418.5% | +189.1% | +229.4% | +210.2% |
| All | +1,831.6% | +520.0% | +1,311.6% | +750.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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