+357.9%
IGV vs PPL
+55.2%
+302.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.3% | +1.8% | -5.1% | -3.8% |
| 30D | 0.0% | -1.1% | +1.0% | +0.2% |
| 3M | +7.3% | 0.0% | +7.3% | +7.1% |
| 6M | +16.7% | -7.6% | +24.3% | +18.8% |
| YTD | -2.8% | +1.7% | -4.6% | -4.1% |
| 1Y | -6.7% | +1.5% | -8.2% | -8.0% |
| 3Y | +41.1% | +55.3% | -14.1% | +19.7% |
| 5Y | +22.0% | +37.7% | -15.7% | +7.3% |
| 10Y | +357.9% | +54.0% | +304.0% | +272.4% |
| All | +357.9% | +55.2% | +302.8% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling