+35,385.9%
PAYX vs IFF
+825.7%
+34,560.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | -3.8% | -0.3% | -3.5% | -3.7% |
| 3M | +17.9% | +8.4% | +9.4% | +14.2% |
| 6M | +26.1% | +23.0% | +3.0% | +14.8% |
| YTD | +6.7% | +25.5% | -18.7% | -4.0% |
| 1Y | -10.7% | +29.1% | -39.8% | -20.8% |
| 3Y | +7.0% | +31.7% | -24.7% | -8.6% |
| 5Y | +22.6% | -35.2% | +57.8% | +31.8% |
| 10Y | +166.5% | -20.7% | +187.2% | +153.9% |
| All | +35,385.9% | +825.7% | +34,560.2% | +10,563.6% |
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