+791.8%
IWM vs PAYX
+632.3%
+159.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.5% |
| 7D | -1.1% | -7.5% | +6.3% | +2.5% |
| 30D | -3.1% | -5.3% | +2.2% | -0.8% |
| 3M | +2.2% | +15.6% | -13.4% | -5.8% |
| 6M | +15.1% | +19.5% | -4.4% | +3.5% |
| YTD | +18.6% | +5.8% | +12.8% | +12.6% |
| 1Y | +24.0% | -10.9% | +34.9% | +27.9% |
| 3Y | +63.7% | +5.4% | +58.3% | +52.9% |
| 5Y | +38.2% | +20.4% | +17.8% | +20.3% |
| 10Y | +171.7% | +164.1% | +7.6% | +58.6% |
| All | +791.8% | +632.3% | +159.5% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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