+209.6%
IBB vs PAYC
+1,292.9%
-1,083.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | 0.0% |
| 7D | -1.4% | -9.5% | +8.2% | +0.8% |
| 30D | +6.8% | +3.3% | +3.5% | +5.9% |
| 3M | +9.2% | +14.5% | -5.3% | +5.7% |
| 6M | +28.3% | +76.0% | -47.7% | +11.5% |
| YTD | +29.4% | +53.4% | -24.0% | +14.9% |
| 1Y | +33.2% | +43.8% | -10.6% | +20.0% |
| 3Y | +90.2% | +45.3% | +44.9% | +66.6% |
| 5Y | +44.0% | -48.9% | +92.9% | +52.8% |
| 10Y | +133.1% | +500.5% | -367.4% | +45.3% |
| All | +209.6% | +1,292.9% | -1,083.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 all: compounded portfolio wealth divided by compounded PAYC 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…
all analysis · Full analysis span regression · 6 months rolling