+8,390.6%
PWR vs IRM
+4,675.2%
+3,715.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | -8.6% | -8.1% | -0.5% | -5.2% |
| 3M | -13.2% | -9.7% | -3.5% | -9.2% |
| 6M | +9.9% | +10.0% | -0.1% | +5.7% |
| YTD | +48.0% | +43.0% | +5.0% | +26.8% |
| 1Y | +66.2% | +32.7% | +33.5% | +46.4% |
| 3Y | +195.1% | +102.7% | +92.4% | +115.7% |
| 5Y | +442.6% | +187.6% | +255.0% | +238.5% |
| 10Y | +2,334.2% | +420.1% | +1,914.1% | +1,024.2% |
| All | +8,390.6% | +4,675.2% | +3,715.4% | +1,812.7% |
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