+23.5%
IGV vs PPL
+39.5%
-16.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +2.7% | -7.2% | -5.0% |
| 30D | +3.2% | +0.5% | +2.8% | +3.1% |
| 3M | +4.5% | +0.7% | +3.9% | +4.1% |
| 6M | +22.1% | -7.6% | +29.7% | +24.1% |
| YTD | -1.0% | +1.8% | -2.9% | -2.4% |
| 1Y | -2.1% | -0.8% | -1.4% | -2.8% |
| 3Y | +44.6% | +56.9% | -12.3% | +17.3% |
| All | +23.5% | +39.5% | -16.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling