-47.2%
PAYC vs IAG
+421.7%
-468.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +4.9% | -7.7% | +12.5% | +5.1% |
| 30D | +4.1% | +1.6% | +2.5% | +3.9% |
| 3M | +11.5% | -2.4% | +13.9% | +11.4% |
| 6M | +85.3% | -7.8% | +93.1% | +85.4% |
| YTD | +57.3% | +5.0% | +52.2% | +54.8% |
| 1Y | +52.6% | +25.7% | +26.9% | +48.2% |
| 3Y | +48.3% | +694.5% | -646.2% | +20.8% |
| All | -47.2% | +421.7% | -468.9% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling