-22.7%
PAYC vs IBN
+25.8%
-48.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -8.7% | -5.1% | -3.6% | -8.1% |
| 30D | +1.2% | -3.5% | +4.7% | +1.7% |
| 3M | +58.6% | +11.3% | +47.3% | +56.9% |
| 6M | +56.6% | +4.4% | +52.2% | +56.5% |
| YTD | +36.2% | -1.8% | +38.0% | +37.3% |
| 1Y | -2.2% | -8.0% | +5.8% | -0.3% |
| All | -22.7% | +25.8% | -48.6% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling