+36,137.3%
PAYX vs IP
+331.0%
+35,806.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | +4.4% | -5.1% | +9.5% | +5.8% |
| 30D | +16.4% | +8.5% | +7.9% | +13.7% |
| 3M | -1.6% | -13.8% | +12.3% | +2.2% |
| 6M | +32.4% | +5.7% | +26.7% | +28.6% |
| YTD | +9.0% | -9.1% | +18.1% | +9.0% |
| 1Y | +9.4% | -0.8% | +10.3% | +6.6% |
| 3Y | +17.5% | +14.8% | +2.7% | +5.7% |
| 5Y | +10.2% | -11.5% | +21.7% | +5.8% |
| 10Y | +198.3% | +27.9% | +170.3% | +149.8% |
| All | +36,137.3% | +331.0% | +35,806.3% | +15,234.7% |
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