-14.1%
IONS vs PAYC
+1,292.9%
-1,307.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -29.4% | -9.5% | -19.9% | -27.9% |
| 30D | -35.1% | +3.3% | -38.4% | -35.7% |
| 3M | -48.9% | +14.5% | -63.4% | -50.6% |
| 6M | -62.4% | +76.0% | -138.5% | -67.5% |
| YTD | -64.2% | +53.4% | -117.5% | -68.3% |
| 1Y | -60.9% | +43.8% | -104.7% | -64.9% |
| 3Y | -38.9% | +45.3% | -84.2% | -47.4% |
| 5Y | -15.6% | -48.9% | +33.3% | -10.1% |
| 10Y | -33.5% | +500.5% | -534.0% | -62.2% |
| All | -14.1% | +1,292.9% | -1,307.1% | -61.2% |
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