+691.3%
PAYX vs IAG
+368.4%
+322.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | -7.9% | -4.1% | -3.9% | -7.8% |
| 30D | -5.0% | +10.6% | -15.7% | -5.3% |
| 3M | +15.1% | +35.4% | -20.3% | +14.1% |
| 6M | +23.9% | -9.5% | +33.5% | +24.0% |
| YTD | +6.2% | +21.8% | -15.7% | +5.0% |
| 1Y | -9.6% | +84.1% | -93.8% | -11.9% |
| 3Y | +5.8% | +817.4% | -811.5% | -2.8% |
| 5Y | +22.0% | +830.1% | -808.1% | +10.5% |
| 10Y | +165.1% | +413.8% | -248.7% | +139.2% |
| All | +691.3% | +368.4% | +322.9% | +596.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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