+19.0%
IEF vs PAYC
+1,158.0%
-1,139.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | +0.1% | -7.9% | +8.0% | 0.0% |
| 30D | -0.7% | +2.1% | -2.9% | -0.7% |
| 3M | -0.4% | +61.8% | -62.2% | 0.0% |
| 6M | -2.5% | +59.9% | -62.4% | -2.0% |
| YTD | -1.6% | +38.5% | -40.1% | -1.2% |
| 1Y | -1.3% | -1.4% | +0.1% | -1.2% |
| 3Y | +10.1% | -21.0% | +31.1% | +10.1% |
| 5Y | -8.3% | -52.9% | +44.6% | -8.8% |
| 10Y | +4.5% | +332.8% | -328.3% | +9.9% |
| All | +19.0% | +1,158.0% | -1,139.0% | +27.7% |
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