+8,168.1%
PWR vs IRM
+4,529.9%
+3,638.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 7D | +4.7% | -5.3% | +10.0% | +7.7% |
| 30D | -12.5% | -2.3% | -10.2% | -11.2% |
| 3M | -9.3% | -7.4% | -1.9% | -5.7% |
| 6M | -22.2% | -12.2% | -10.0% | -17.2% |
| YTD | +44.2% | +38.6% | +5.5% | +25.8% |
| 1Y | +35.5% | +14.9% | +20.6% | +28.2% |
| 3Y | +250.4% | +108.2% | +142.3% | +155.0% |
| 5Y | +425.6% | +183.8% | +241.8% | +232.1% |
| 10Y | +1,874.2% | +512.6% | +1,361.6% | +760.9% |
| All | +8,168.1% | +4,529.9% | +3,638.2% | +1,797.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling