-7.5%
PAYX vs IOT
+14.9%
-22.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.5% |
| 7D | -4.2% | -2.3% | -1.9% | -3.8% |
| 30D | +2.9% | +3.8% | -0.9% | +1.9% |
| 3M | +23.6% | +14.2% | +9.4% | +19.5% |
| 6M | +30.0% | +40.1% | -10.1% | +20.9% |
| YTD | +12.2% | +13.4% | -1.2% | +4.2% |
| 1Y | -7.5% | +12.2% | -19.6% | -13.9% |
| All | -7.5% | +14.9% | -22.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling