+1,565.8%
PAYC vs IBN
+391.9%
+1,173.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +4.9% | +1.9% | +3.0% | +4.1% |
| 30D | +4.1% | +22.1% | -18.0% | -3.8% |
| 3M | +11.5% | +17.1% | -5.6% | +4.6% |
| 6M | +85.3% | +35.5% | +49.7% | +64.0% |
| YTD | +57.3% | +16.8% | +40.5% | +46.4% |
| 1Y | +52.6% | +12.4% | +40.2% | +44.1% |
| 3Y | +48.3% | +58.0% | -9.8% | +19.6% |
| 5Y | -47.8% | +73.7% | -121.6% | -59.4% |
| 10Y | +515.9% | +385.6% | +130.3% | +228.5% |
| All | +1,565.8% | +391.9% | +1,173.9% | +848.9% |
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 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