+164.0%
PAYX vs IRM
+440.8%
-276.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | -4.9% | -1.4% | -3.4% | -4.4% |
| 30D | -3.8% | -7.4% | +3.6% | -1.5% |
| 3M | +17.9% | -7.4% | +25.2% | +20.0% |
| 6M | +26.1% | +8.7% | +17.4% | +20.1% |
| YTD | +6.7% | +40.9% | -34.2% | -8.5% |
| 1Y | -10.7% | +20.5% | -31.3% | -19.3% |
| 3Y | +7.0% | +101.7% | -94.7% | -25.5% |
| 5Y | +22.6% | +197.7% | -175.1% | -29.6% |
| All | +164.0% | +440.8% | -276.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling