+43.7%
IGV vs PYPL
-9.8%
+53.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.3% |
| 7D | -4.5% | +2.7% | -7.2% | -5.3% |
| 30D | +3.2% | -4.9% | +8.1% | +4.2% |
| 3M | +4.5% | +28.9% | -24.4% | -4.8% |
| 6M | +22.1% | +18.2% | +3.9% | +14.3% |
| YTD | -1.0% | -5.0% | +4.0% | -1.6% |
| 1Y | -2.1% | -18.8% | +16.7% | +1.9% |
| All | +43.7% | -9.8% | +53.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling