+4,844.8%
PAYX vs IVZ
+1,075.8%
+3,768.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -7.9% | -2.4% | -5.5% | -7.3% |
| 30D | -5.0% | +2.5% | -7.5% | -5.7% |
| 3M | +15.1% | +17.1% | -1.9% | +9.6% |
| 6M | +23.9% | +35.1% | -11.2% | +12.8% |
| YTD | +6.2% | +24.3% | -18.1% | -1.4% |
| 1Y | -9.6% | +48.7% | -58.3% | -20.4% |
| 3Y | +5.8% | +135.6% | -129.8% | -20.6% |
| 5Y | +22.0% | +60.3% | -38.4% | -0.5% |
| 10Y | +165.1% | +62.5% | +102.5% | +98.2% |
| All | +4,844.8% | +1,075.8% | +3,768.9% | +1,631.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling