+8.3%
PAYX vs IP
-7.8%
+16.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -3.6% | -0.9% | -2.7% | -3.6% |
| 30D | +9.5% | +6.7% | +2.8% | +8.9% |
| 3M | -3.3% | -16.6% | +13.2% | -2.3% |
| 6M | +27.1% | +6.0% | +21.1% | +26.4% |
| YTD | +7.3% | -10.7% | +17.9% | +7.0% |
| 1Y | +8.3% | -6.7% | +15.0% | +6.3% |
| All | +8.3% | -7.8% | +16.1% | +6.3% |
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