+46.4%
PPL vs IVZ
+35.0%
+11.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.2% | +5.1% | -7.3% | -2.9% |
| 30D | +1.7% | -1.6% | +3.2% | +1.7% |
| 3M | +0.1% | -9.1% | +9.3% | +1.3% |
| 6M | -1.5% | +1.8% | -3.3% | -2.4% |
| YTD | +3.0% | +10.8% | -7.9% | +0.3% |
| 1Y | -1.4% | +19.1% | -20.6% | -5.3% |
| 3Y | +53.5% | +144.4% | -91.0% | +23.4% |
| 5Y | +46.4% | +33.6% | +12.9% | +30.7% |
| All | +46.4% | +35.0% | +11.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling