+364.4%
IGV vs PYPL
+36.1%
+328.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -1.5% | -4.3% | +2.8% | +0.4% |
| 30D | -3.0% | -11.5% | +8.4% | +1.6% |
| 3M | +9.6% | +26.1% | -16.6% | -3.2% |
| 6M | +16.1% | +13.7% | +2.4% | +7.4% |
| YTD | -3.6% | -9.8% | +6.2% | -2.4% |
| 1Y | -7.8% | -22.1% | +14.2% | -1.0% |
| 3Y | +40.0% | -13.5% | +53.5% | +35.7% |
| 5Y | +21.2% | -81.6% | +102.8% | +139.1% |
| 10Y | +364.4% | +38.8% | +325.6% | +238.9% |
| All | +364.4% | +36.1% | +328.3% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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