+512.2%
PAYC vs IBN
+385.6%
+126.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.9% | +1.9% | +3.0% | +4.0% |
| 30D | +4.1% | +22.1% | -18.0% | -4.7% |
| 3M | +11.5% | +17.1% | -5.6% | +3.8% |
| 6M | +85.3% | +35.5% | +49.7% | +61.6% |
| YTD | +57.3% | +16.8% | +40.5% | +45.1% |
| 1Y | +52.6% | +12.4% | +40.2% | +43.1% |
| 3Y | +48.3% | +58.0% | -9.8% | +15.9% |
| 5Y | -47.8% | +73.7% | -121.6% | -61.0% |
| All | +512.2% | +385.6% | +126.6% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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