+1,565.8%
PAYC vs IAG
+393.4%
+1,172.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +4.9% | -7.7% | +12.5% | +5.0% |
| 30D | +4.1% | +1.6% | +2.5% | +4.1% |
| 3M | +11.5% | -2.4% | +13.9% | +11.4% |
| 6M | +85.3% | -7.8% | +93.1% | +85.3% |
| YTD | +57.3% | +5.0% | +52.2% | +56.5% |
| 1Y | +52.6% | +25.7% | +26.9% | +51.2% |
| 3Y | +48.3% | +694.5% | -646.2% | +40.2% |
| 5Y | -47.8% | +421.7% | -469.5% | -51.1% |
| 10Y | +515.9% | +382.5% | +133.4% | +487.8% |
| All | +1,565.8% | +393.4% | +1,172.4% | +1,811.7% |
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