+41.3%
IVZ vs PAYC
+1,257.3%
-1,216.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.1% | +6.9% |
| 7D | +4.1% | -11.1% | +15.2% | +7.7% |
| 30D | -2.0% | +1.8% | -3.9% | -2.6% |
| 3M | -7.8% | +10.2% | -18.0% | -10.7% |
| 6M | +6.3% | +73.5% | -67.2% | -11.6% |
| YTD | +12.6% | +49.4% | -36.9% | -3.2% |
| 1Y | +27.6% | +47.2% | -19.6% | +10.2% |
| 3Y | +154.0% | +44.4% | +109.6% | +115.4% |
| 5Y | +37.3% | -52.1% | +89.4% | +52.5% |
| 10Y | +50.5% | +474.3% | -423.7% | -8.0% |
| All | +41.3% | +1,257.3% | -1,216.1% | -23.0% |
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