+8,143.9%
PWR vs IVZ
+270.8%
+7,873.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +19.1% | +5.1% | +13.9% | +16.6% |
| 30D | -12.0% | -1.6% | -10.5% | -11.3% |
| 3M | -10.6% | -9.1% | -1.5% | -6.8% |
| 6M | -20.8% | +1.8% | -22.6% | -21.7% |
| YTD | +43.7% | +10.8% | +32.9% | +35.5% |
| 1Y | +35.0% | +19.1% | +15.9% | +23.0% |
| 3Y | +249.4% | +144.4% | +105.0% | +122.0% |
| 5Y | +422.1% | +33.6% | +388.6% | +319.3% |
| 10Y | +1,868.4% | +41.7% | +1,826.8% | +1,275.8% |
| All | +8,143.9% | +270.8% | +7,873.0% | +3,702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling