-53.9%
PAYC vs IBN
+54.0%
-107.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -8.7% | -5.1% | -3.6% | -6.5% |
| 30D | +1.2% | -3.5% | +4.7% | +2.8% |
| 3M | +58.6% | +11.3% | +47.3% | +51.3% |
| 6M | +56.6% | +4.4% | +52.2% | +53.0% |
| YTD | +36.2% | -1.8% | +38.0% | +36.4% |
| 1Y | -2.2% | -8.0% | +5.8% | +0.9% |
| 3Y | -22.3% | +27.1% | -49.4% | -37.0% |
| 5Y | -53.9% | +54.5% | -108.4% | -68.1% |
| All | -53.9% | +54.0% | -107.9% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling