+39.8%
IJR vs PAYC
-52.9%
+92.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -2.2% | -5.5% | +3.3% | -1.1% |
| 30D | -4.6% | +3.8% | -8.4% | -5.4% |
| 3M | +0.2% | +65.8% | -65.6% | -10.8% |
| 6M | +14.7% | +68.7% | -54.0% | +1.0% |
| YTD | +18.9% | +38.3% | -19.5% | +9.2% |
| 1Y | +19.9% | -2.4% | +22.3% | +19.4% |
| 3Y | +53.0% | -21.5% | +74.6% | +54.9% |
| All | +39.8% | -52.9% | +92.7% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling