+2,393.1%
PWR vs IVZ
+64.1%
+2,329.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -0.2% | -2.4% | +2.2% | +0.8% |
| 30D | -7.7% | +2.5% | -10.2% | -8.8% |
| 3M | -4.9% | +17.1% | -22.0% | -11.4% |
| 6M | +9.7% | +35.1% | -25.4% | -4.2% |
| YTD | +46.7% | +24.3% | +22.4% | +31.7% |
| 1Y | +58.7% | +48.7% | +10.0% | +31.4% |
| 3Y | +200.7% | +135.6% | +65.1% | +95.5% |
| 5Y | +438.6% | +60.3% | +378.2% | +299.0% |
| All | +2,393.1% | +64.1% | +2,329.0% | +1,561.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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