+7.0%
PAYX vs IVZ
+134.7%
-127.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.5% |
| 30D | -3.8% | +3.0% | -6.8% | -4.2% |
| 3M | +17.9% | +14.9% | +3.0% | +15.1% |
| 6M | +26.1% | +36.7% | -10.7% | +18.8% |
| YTD | +6.7% | +25.7% | -18.9% | +2.2% |
| 1Y | -10.7% | +47.7% | -58.4% | -17.3% |
| 3Y | +7.0% | +138.8% | -131.9% | -14.1% |
| All | +7.0% | +134.7% | -127.7% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling