+941.9%
IGV vs PAYX
+500.6%
+441.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -2.9% | -4.9% | +1.9% | +0.1% |
| 30D | -1.5% | -3.8% | +2.3% | +0.9% |
| 3M | +11.7% | +17.9% | -6.2% | +0.4% |
| 6M | +18.4% | +26.1% | -7.6% | +2.1% |
| YTD | -3.9% | +6.7% | -10.7% | -8.4% |
| 1Y | -9.7% | -10.7% | +1.1% | -4.4% |
| 3Y | +38.4% | +7.0% | +31.5% | +27.6% |
| 5Y | +21.6% | +22.6% | -1.0% | +3.0% |
| 10Y | +363.0% | +166.5% | +196.5% | +130.3% |
| All | +941.9% | +500.6% | +441.3% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling