+343.0%
IGV vs PPL
+62.0%
+281.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -10.0% | +5.4% | -15.4% | -11.3% |
| 3M | -0.5% | +4.3% | -4.8% | -1.9% |
| 6M | +12.6% | -1.3% | +13.9% | +12.5% |
| YTD | -6.4% | +4.7% | -11.1% | -8.4% |
| 1Y | -9.5% | +1.3% | -10.8% | -10.7% |
| 3Y | +41.7% | +57.2% | -15.5% | +20.0% |
| 5Y | +12.7% | +48.2% | -35.6% | -3.0% |
| All | +343.0% | +62.0% | +281.0% | +256.2% |
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