+200.7%
IBB vs PAYC
+1,229.9%
-1,029.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +10.5% | +32.8% | -22.3% | +3.2% |
| 3M | +23.6% | +69.3% | -45.6% | +8.8% |
| 6M | +22.6% | +74.0% | -51.3% | +6.4% |
| YTD | +25.7% | +46.4% | -20.7% | +13.0% |
| 1Y | +51.4% | +4.2% | +47.2% | +46.8% |
| 3Y | +64.4% | -19.7% | +84.1% | +61.6% |
| 5Y | +22.1% | -52.0% | +74.2% | +31.5% |
| 10Y | +132.5% | +356.9% | -224.4% | +51.6% |
| All | +200.7% | +1,229.9% | -1,029.1% | +69.9% |
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