+364.8%
IGV vs PYPL
+45.9%
+318.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | -8.6% | +3.8% | -12.4% | -10.2% |
| 3M | -1.6% | -1.3% | -0.3% | -2.0% |
| 6M | +13.4% | +29.0% | -15.6% | -0.9% |
| YTD | -4.0% | +0.7% | -4.7% | -7.6% |
| 1Y | -7.6% | -12.3% | +4.6% | -5.4% |
| 3Y | +39.3% | +7.6% | +31.6% | +21.9% |
| 5Y | +14.5% | -71.7% | +86.2% | +82.9% |
| All | +364.8% | +45.9% | +318.9% | +189.7% |
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