+133.6%
IEMG vs PAYC
+1,137.5%
-1,003.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.6% | -8.7% | +10.4% | +3.1% |
| 30D | +4.6% | +1.2% | +3.5% | +4.3% |
| 3M | +4.8% | +58.6% | -53.8% | -3.9% |
| 6M | +16.8% | +56.6% | -39.8% | +6.7% |
| YTD | +24.8% | +36.2% | -11.4% | +16.4% |
| 1Y | +34.3% | -2.2% | +36.5% | +32.6% |
| 3Y | +87.0% | -22.3% | +109.3% | +85.2% |
| 5Y | +49.9% | -53.9% | +103.8% | +59.5% |
| 10Y | +144.8% | +347.5% | -202.7% | +75.8% |
| All | +133.6% | +1,137.5% | -1,003.8% | +57.2% |
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