+219.6%
IJR vs PAYC
+1,156.6%
-937.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -2.2% | -5.5% | +3.3% | -1.0% |
| 30D | -4.6% | +3.8% | -8.4% | -5.5% |
| 3M | +0.2% | +65.8% | -65.6% | -11.9% |
| 6M | +14.7% | +68.7% | -54.0% | -0.3% |
| YTD | +18.9% | +38.3% | -19.5% | +7.8% |
| 1Y | +19.9% | -2.4% | +22.3% | +17.9% |
| 3Y | +53.0% | -21.5% | +74.6% | +51.3% |
| 5Y | +40.9% | -52.7% | +93.6% | +52.1% |
| 10Y | +171.1% | +354.4% | -183.3% | +87.0% |
| All | +219.6% | +1,156.6% | -937.0% | +98.5% |
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