+1,367.0%
PAYC vs IBN
+320.8%
+1,046.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.4% |
| 7D | -7.9% | -2.2% | -5.7% | -7.1% |
| 30D | +2.1% | -2.3% | +4.4% | +3.0% |
| 3M | +61.8% | +15.9% | +45.9% | +52.8% |
| 6M | +59.9% | +5.6% | +54.3% | +55.8% |
| YTD | +38.5% | -0.1% | +38.6% | +37.3% |
| 1Y | -1.4% | -6.5% | +5.2% | +0.2% |
| 3Y | -21.0% | +29.3% | -50.3% | -30.9% |
| 5Y | -52.9% | +56.6% | -109.5% | -61.8% |
| 10Y | +332.8% | +314.4% | +18.4% | +145.4% |
| All | +1,367.0% | +320.8% | +1,046.2% | +790.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling