+195.5%
IWD vs PAYC
+352.8%
-157.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.3% | -10.2% | +7.8% | -0.4% |
| 30D | -1.8% | +2.0% | -3.7% | -2.2% |
| 3M | +8.0% | +58.3% | -50.2% | -2.2% |
| 6M | +17.0% | +64.5% | -47.5% | +4.4% |
| YTD | +21.3% | +36.5% | -15.3% | +12.0% |
| 1Y | +27.9% | -1.3% | +29.2% | +26.1% |
| 3Y | +70.1% | -22.1% | +92.2% | +69.0% |
| 5Y | +74.2% | -53.3% | +127.5% | +87.7% |
| All | +195.5% | +352.8% | -157.4% | +114.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling