+973.2%
IGV vs PEP
+488.0%
+485.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.9% |
| 7D | -4.5% | -1.4% | -3.1% | -3.9% |
| 30D | +3.2% | +0.2% | +3.0% | +3.0% |
| 3M | +4.5% | -1.1% | +5.6% | +4.7% |
| 6M | +22.1% | -13.5% | +35.6% | +29.8% |
| YTD | -1.0% | -1.2% | +0.1% | -2.4% |
| 1Y | -2.1% | -1.6% | -0.6% | -3.9% |
| 3Y | +44.6% | -12.5% | +57.1% | +47.0% |
| 5Y | +22.2% | +3.0% | +19.1% | +12.4% |
| 10Y | +364.7% | +73.9% | +290.8% | +212.8% |
| All | +973.2% | +488.0% | +485.2% | +293.6% |
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