+60.2%
PPL vs IVZ
+48.5%
+11.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.4% | -2.4% | +2.9% | +0.8% |
| 30D | +5.4% | -11.2% | +16.7% | +8.1% |
| 3M | +4.3% | -14.0% | +18.2% | +7.6% |
| 6M | -1.3% | +0.5% | -1.8% | -2.5% |
| YTD | +4.7% | +5.4% | -0.7% | +1.5% |
| 1Y | +1.3% | +19.5% | -18.2% | -5.2% |
| 3Y | +57.2% | +128.7% | -71.5% | +18.9% |
| 5Y | +48.2% | +28.8% | +19.5% | +28.3% |
| All | +60.2% | +48.5% | +11.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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