+83.1%
IVV vs PYPL
-80.9%
+163.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.5% |
| 30D | +0.1% | -4.9% | +5.0% | +0.8% |
| 3M | +2.0% | +28.9% | -26.9% | -4.5% |
| 6M | +13.0% | +18.2% | -5.2% | +7.6% |
| YTD | +13.6% | -5.0% | +18.6% | +13.0% |
| 1Y | +20.1% | -18.8% | +38.9% | +23.7% |
| 3Y | +77.6% | -12.6% | +90.2% | +74.9% |
| All | +83.1% | -80.9% | +163.9% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling