+23.6%
PAYX vs IEF
-9.5%
+33.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.9% | -1.3% | -3.5% | -4.5% |
| 30D | -3.8% | -1.7% | -2.1% | -3.3% |
| 3M | +17.9% | -2.5% | +20.4% | +18.7% |
| 6M | +26.1% | -3.3% | +29.3% | +27.2% |
| YTD | +6.7% | -2.8% | +9.6% | +7.5% |
| 1Y | -10.7% | -2.7% | -8.0% | -10.1% |
| 3Y | +7.0% | +8.9% | -1.9% | +4.5% |
| All | +23.6% | -9.5% | +33.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling