+206.9%
PWR vs IVZ
+133.3%
+73.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +2.7% | +1.2% | +1.5% | +2.1% |
| 30D | -5.1% | +1.8% | -6.9% | -5.9% |
| 3M | -9.4% | +15.7% | -25.1% | -14.6% |
| 6M | +10.4% | +36.3% | -25.9% | -2.5% |
| YTD | +48.6% | +24.9% | +23.7% | +34.4% |
| 1Y | +68.0% | +48.9% | +19.1% | +41.1% |
| All | +206.9% | +133.3% | +73.6% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling