+75.4%
IVV vs PYPL
+5.7%
+69.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -2.7% | +3.9% | -6.6% | -3.4% |
| 30D | -5.4% | +7.8% | -13.2% | -6.7% |
| 3M | -4.1% | -0.7% | -3.4% | -4.3% |
| 6M | +0.7% | +28.8% | -28.0% | -4.8% |
| YTD | +8.7% | +2.4% | +6.4% | +7.2% |
| 1Y | +11.0% | -9.6% | +20.6% | +12.6% |
| 3Y | +75.4% | +9.7% | +65.8% | +68.8% |
| All | +75.4% | +5.7% | +69.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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