+0.1%
PPL vs IVZ
+25.3%
-25.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | 0.0% |
| 7D | 0.0% | +2.2% | -2.1% | +0.1% |
| 30D | +4.3% | -2.2% | +6.5% | +4.3% |
| 3M | +2.9% | -8.4% | +11.4% | +2.7% |
| 6M | +1.1% | +6.2% | -5.1% | +1.8% |
| YTD | +4.5% | +12.4% | -7.9% | +5.9% |
| 1Y | +0.1% | +26.0% | -25.9% | +1.5% |
| All | +0.1% | +25.3% | -25.2% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling