-10.9%
PAYX vs IP
-23.5%
+12.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.2% | -1.4% |
| 7D | -7.5% | -4.6% | -2.9% | -7.1% |
| 30D | -5.3% | -15.3% | +9.9% | -4.0% |
| 3M | +15.6% | +2.7% | +12.9% | +15.2% |
| 6M | +19.5% | -7.4% | +26.8% | +20.5% |
| YTD | +5.8% | -8.8% | +14.6% | +6.1% |
| 1Y | -10.9% | -22.4% | +11.6% | -8.0% |
| All | -10.9% | -23.5% | +12.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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