+829.7%
PAYX vs IEF
+126.7%
+703.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | -0.3% |
| 7D | -7.9% | -1.2% | -6.7% | -8.9% |
| 30D | -5.0% | -1.5% | -3.6% | -6.3% |
| 3M | +15.1% | -1.7% | +16.8% | +13.4% |
| 6M | +23.9% | -3.5% | +27.4% | +20.0% |
| YTD | +6.2% | -2.6% | +8.8% | +3.7% |
| 1Y | -9.6% | -2.4% | -7.2% | -11.6% |
| 3Y | +5.8% | +8.9% | -3.1% | +14.4% |
| 5Y | +22.0% | -9.2% | +31.2% | +4.7% |
| 10Y | +165.1% | +3.9% | +161.2% | +173.8% |
| All | +829.7% | +126.7% | +703.0% | +3,401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling