+22.0%
IGV vs PEP
+5.3%
+16.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | 0.0% | +0.7% | -0.7% | -0.1% |
| 3M | +7.3% | -0.5% | +7.9% | +7.3% |
| 6M | +16.7% | -11.3% | +28.0% | +18.4% |
| YTD | -2.8% | -0.6% | -2.3% | -4.0% |
| 1Y | -6.7% | +1.7% | -8.3% | -8.5% |
| 3Y | +41.1% | -12.5% | +53.6% | +43.8% |
| 5Y | +22.0% | +3.9% | +18.1% | +11.4% |
| All | +22.0% | +5.3% | +16.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 5y: compounded portfolio wealth divided by compounded PEP 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…
5y analysis · Full analysis span regression · 6 months rolling