+929.7%
IGV vs PEP
+513.6%
+416.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | -2.3% | +4.6% | -6.9% | -4.4% |
| 30D | -11.0% | +14.0% | -25.0% | -16.7% |
| 3M | -4.5% | +5.4% | -9.8% | -7.4% |
| 6M | +10.1% | -5.1% | +15.2% | +11.7% |
| YTD | -5.1% | +3.1% | -8.2% | -8.7% |
| 1Y | -10.2% | +4.8% | -15.0% | -14.5% |
| 3Y | +37.7% | -4.1% | +41.9% | +33.0% |
| 5Y | +15.7% | +3.0% | +12.7% | +6.4% |
| 10Y | +357.1% | +89.6% | +267.5% | +192.8% |
| All | +929.7% | +513.6% | +416.1% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling