+64.4%
PPL vs IVZ
+55.7%
+8.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.0% | -1.9% |
| 7D | -1.2% | +4.1% | -5.3% | -2.4% |
| 30D | +4.2% | -2.0% | +6.3% | +4.4% |
| 3M | +1.5% | -7.8% | +9.4% | +3.0% |
| 6M | +1.0% | +6.3% | -5.3% | -1.5% |
| YTD | +4.4% | +12.6% | -8.2% | -0.4% |
| 1Y | +0.8% | +27.6% | -26.9% | -7.2% |
| 3Y | +56.5% | +154.0% | -97.6% | +14.8% |
| 5Y | +47.7% | +37.3% | +10.4% | +25.7% |
| 10Y | +64.4% | +50.5% | +13.9% | +2.3% |
| All | +64.4% | +55.7% | +8.7% | +2.3% |
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