+613.8%
PAYX vs IBN
+1,454.8%
-840.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -7.9% | -5.5% | -2.4% | -7.0% |
| 30D | -5.0% | -3.4% | -1.6% | -4.5% |
| 3M | +15.1% | +8.7% | +6.4% | +13.4% |
| 6M | +23.9% | +3.7% | +20.2% | +22.8% |
| YTD | +6.2% | -2.4% | +8.5% | +6.3% |
| 1Y | -9.6% | -8.1% | -1.5% | -8.7% |
| 3Y | +5.8% | +26.3% | -20.5% | +0.6% |
| 5Y | +22.0% | +54.9% | -33.0% | +11.4% |
| 10Y | +165.1% | +311.8% | -146.7% | +99.7% |
| All | +613.8% | +1,454.8% | -840.9% | +250.3% |
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