-2.0%
IEF vs PAYC
+46.2%
-48.2%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.5% |
| 7D | +0.9% | +2.0% | -1.2% | +0.9% |
| 30D | +3.1% | +18.8% | -15.7% | +3.1% |
| 3M | -1.4% | +53.2% | -54.6% | -1.1% |
| 6M | -1.6% | +103.7% | -105.2% | -1.2% |
| YTD | -2.1% | +69.5% | -71.6% | -2.2% |
| 1Y | -2.0% | +48.8% | -50.8% | -2.4% |
| All | -2.0% | +46.2% | -48.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling