+1,343.1%
PAYC vs IFF
+21.3%
+1,321.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -8.7% | -3.0% | -5.7% | -7.5% |
| 30D | +1.2% | -0.9% | +2.1% | +1.5% |
| 3M | +58.6% | +11.8% | +46.8% | +49.9% |
| 6M | +56.6% | +16.5% | +40.1% | +41.4% |
| YTD | +36.2% | +26.5% | +9.7% | +17.5% |
| 1Y | -2.2% | +32.7% | -34.9% | -17.9% |
| 3Y | -22.3% | +32.0% | -54.3% | -37.5% |
| 5Y | -53.9% | -36.1% | -17.8% | -47.1% |
| 10Y | +347.5% | -20.1% | +367.6% | +316.2% |
| All | +1,343.1% | +21.3% | +1,321.8% | +965.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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