+8,390.6%
PWR vs IVZ
+330.7%
+8,059.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | -8.6% | +4.0% | -12.6% | -10.3% |
| 3M | -13.2% | +18.2% | -31.3% | -19.5% |
| 6M | +9.9% | +32.8% | -22.9% | -3.7% |
| YTD | +48.0% | +28.7% | +19.3% | +30.5% |
| 1Y | +66.2% | +55.4% | +10.8% | +34.2% |
| 3Y | +195.1% | +135.2% | +59.9% | +90.7% |
| 5Y | +442.6% | +64.2% | +378.4% | +294.9% |
| 10Y | +2,334.2% | +64.6% | +2,269.6% | +1,488.8% |
| All | +8,390.6% | +330.7% | +8,059.9% | +3,562.1% |
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