+7.4%
PAYX vs IOT
+54.1%
-46.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.9% | -4.5% | -0.3% | -4.3% |
| 30D | -3.8% | -2.4% | -1.4% | -3.5% |
| 3M | +17.9% | +19.0% | -1.1% | +15.0% |
| 6M | +26.1% | +19.6% | +6.4% | +22.6% |
| YTD | +6.7% | +8.3% | -1.5% | +4.4% |
| 1Y | -10.7% | -0.8% | -9.9% | -12.2% |
| 3Y | +7.0% | +24.4% | -17.4% | -0.9% |
| All | +7.4% | +54.1% | -46.8% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling