+49.8%
IP vs PAYC
+1,229.9%
-1,180.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +2.9% |
| 7D | -5.3% | -2.9% | -2.4% | -4.8% |
| 30D | -10.9% | +32.8% | -43.6% | -16.1% |
| 3M | +11.2% | +69.3% | -58.1% | -0.5% |
| 6M | -10.2% | +74.0% | -84.2% | -20.6% |
| YTD | -2.0% | +46.4% | -48.4% | -10.6% |
| 1Y | -19.1% | +4.2% | -23.3% | -21.2% |
| 3Y | +20.9% | -19.7% | +40.6% | +19.4% |
| 5Y | -17.8% | -52.0% | +34.2% | -13.2% |
| 10Y | +23.5% | +356.9% | -333.4% | -11.6% |
| All | +49.8% | +1,229.9% | -1,180.0% | -3.2% |
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