+349.2%
PAYC vs IAG
+427.6%
-78.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | +3.8% | +12.1% | -8.3% | +3.2% |
| 3M | +65.8% | +25.5% | +40.3% | +63.7% |
| 6M | +68.7% | -7.1% | +75.8% | +68.7% |
| YTD | +38.3% | +22.9% | +15.5% | +35.4% |
| 1Y | -2.4% | +83.3% | -85.7% | -7.2% |
| 3Y | -21.5% | +808.5% | -830.1% | -34.5% |
| 5Y | -52.7% | +838.0% | -890.7% | -61.9% |
| All | +349.2% | +427.6% | -78.4% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling