+37,196.9%
PAYX vs IP
+364.8%
+36,832.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.3% |
| 7D | -4.2% | -5.3% | +1.1% | -2.8% |
| 30D | +2.9% | -10.9% | +13.8% | +6.0% |
| 3M | +23.6% | +11.2% | +12.5% | +18.9% |
| 6M | +30.0% | -10.2% | +40.3% | +31.5% |
| YTD | +12.2% | -2.0% | +14.2% | +10.1% |
| 1Y | -7.5% | -19.1% | +11.6% | -4.6% |
| 3Y | +10.1% | +20.9% | -10.7% | -2.2% |
| 5Y | +25.1% | -17.8% | +42.9% | +22.9% |
| 10Y | +171.7% | +23.5% | +148.2% | +129.8% |
| All | +37,196.9% | +364.8% | +36,832.1% | +15,393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling