+386.3%
ICE vs PAYC
+1,229.9%
-843.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.4% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | +7.6% | +32.8% | -25.1% | +1.9% |
| 3M | +13.9% | +69.3% | -55.3% | +3.1% |
| 6M | -2.4% | +74.0% | -76.3% | -12.4% |
| YTD | +0.3% | +46.4% | -46.1% | -7.4% |
| 1Y | -6.4% | +4.2% | -10.6% | -8.6% |
| 3Y | +43.1% | -19.7% | +62.8% | +41.1% |
| 5Y | +42.1% | -52.0% | +94.1% | +49.9% |
| 10Y | +220.9% | +356.9% | -136.0% | +145.4% |
| All | +386.3% | +1,229.9% | -843.6% | +250.3% |
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