+1,365.4%
PAYC vs IAG
+477.2%
+888.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +65.8% | +25.5% | +40.3% | +65.3% |
| 6M | +68.7% | -7.1% | +75.8% | +68.9% |
| YTD | +38.3% | +22.9% | +15.5% | +37.5% |
| 1Y | -2.4% | +83.3% | -85.7% | -4.0% |
| 3Y | -21.5% | +808.5% | -830.1% | -25.9% |
| 5Y | -52.7% | +838.0% | -890.7% | -55.8% |
| 10Y | +354.4% | +418.2% | -63.7% | +332.5% |
| All | +1,365.4% | +477.2% | +888.2% | +1,579.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling