+164.0%
PAYX vs IVZ
+65.9%
+98.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -4.9% | -2.4% | -2.5% | -4.1% |
| 30D | -3.8% | +3.0% | -6.8% | -4.7% |
| 3M | +17.9% | +14.9% | +3.0% | +12.0% |
| 6M | +26.1% | +36.7% | -10.7% | +12.5% |
| YTD | +6.7% | +25.7% | -18.9% | -2.4% |
| 1Y | -10.7% | +47.7% | -58.4% | -23.0% |
| 3Y | +7.0% | +138.8% | -131.9% | -25.1% |
| 5Y | +22.6% | +62.1% | -39.5% | -4.6% |
| All | +164.0% | +65.9% | +98.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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