+22.2%
IGV vs PYPL
-81.3%
+103.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.6% |
| 7D | -3.3% | +1.7% | -5.1% | -4.0% |
| 30D | 0.0% | -9.7% | +9.7% | +3.2% |
| 3M | +7.3% | +29.2% | -21.9% | -4.1% |
| 6M | +16.7% | +13.9% | +2.8% | +9.4% |
| YTD | -2.8% | -8.1% | +5.3% | -2.3% |
| 1Y | -6.7% | -21.4% | +14.7% | -0.9% |
| 3Y | +41.1% | -11.8% | +52.9% | +37.1% |
| All | +22.2% | -81.3% | +103.5% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling