-10.7%
PAYX vs IVZ
+49.7%
-60.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -4.9% | -2.4% | -2.5% | -4.7% |
| 30D | -3.8% | +3.0% | -6.8% | -3.9% |
| 3M | +17.9% | +14.9% | +3.0% | +16.7% |
| 6M | +26.1% | +36.7% | -10.7% | +21.1% |
| YTD | +6.7% | +25.7% | -18.9% | +5.5% |
| 1Y | -10.7% | +47.7% | -58.4% | -14.8% |
| All | -10.7% | +49.7% | -60.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling