+140.8%
IEMG vs PAYX
+167.8%
-27.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.3% | -4.9% | +3.6% | +0.2% |
| 30D | +1.9% | -3.8% | +5.7% | +3.0% |
| 3M | +1.4% | +17.9% | -16.4% | -4.8% |
| 6M | +15.2% | +26.1% | -10.9% | +4.9% |
| YTD | +23.8% | +6.7% | +17.1% | +19.3% |
| 1Y | +30.7% | -10.7% | +41.4% | +34.3% |
| 3Y | +83.3% | +7.0% | +76.3% | +71.3% |
| 5Y | +48.8% | +22.6% | +26.2% | +28.5% |
| All | +140.8% | +167.8% | -27.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 10y: compounded portfolio wealth divided by compounded PAYX 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…
10y analysis · Full analysis span regression · 6 months rolling