-2.4%
PAYC vs IAG
+86.2%
-88.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.4% |
| 7D | -5.5% | -1.1% | -4.4% | -5.6% |
| 30D | +3.8% | +12.1% | -8.3% | +4.9% |
| 3M | +65.8% | +25.5% | +40.3% | +70.4% |
| 6M | +68.7% | -7.1% | +75.8% | +72.3% |
| YTD | +38.3% | +22.9% | +15.5% | +40.1% |
| 1Y | -2.4% | +83.3% | -85.7% | -5.4% |
| All | -2.4% | +86.2% | -88.6% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling