+24.4%
IOT vs PAYC
-21.6%
+46.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -4.5% | -5.5% | +1.0% | -2.4% |
| 30D | -2.4% | +3.8% | -6.2% | -4.0% |
| 3M | +19.0% | +65.8% | -46.8% | -4.8% |
| 6M | +19.6% | +68.7% | -49.1% | -4.5% |
| YTD | +8.3% | +38.3% | -30.1% | -7.8% |
| 1Y | -0.8% | -2.4% | +1.6% | -5.7% |
| 3Y | +24.4% | -21.5% | +46.0% | +42.8% |
| All | +24.4% | -21.6% | +46.0% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling