+621.6%
PAYX vs IJH
+1,054.0%
-432.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | -0.1% |
| 7D | -4.9% | -1.9% | -3.0% | -3.4% |
| 30D | -3.8% | -4.6% | +0.8% | -0.2% |
| 3M | +17.9% | -1.2% | +19.0% | +18.5% |
| 6M | +26.1% | +9.4% | +16.7% | +16.2% |
| YTD | +6.7% | +13.3% | -6.6% | -4.6% |
| 1Y | -10.7% | +13.4% | -24.1% | -20.5% |
| 3Y | +7.0% | +50.4% | -43.5% | -25.5% |
| 5Y | +22.6% | +49.0% | -26.3% | -14.5% |
| 10Y | +166.5% | +182.6% | -16.1% | +9.2% |
| All | +621.6% | +1,054.0% | -432.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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