+38.8%
PYPL vs IAG
+401.0%
-362.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | -11.5% | +11.4% | -22.9% | -12.2% |
| 3M | +26.1% | +33.0% | -6.9% | +23.1% |
| 6M | +13.7% | -6.0% | +19.7% | +13.5% |
| YTD | -9.8% | +24.6% | -34.4% | -12.5% |
| 1Y | -22.1% | +105.0% | -127.0% | -27.8% |
| 3Y | -13.5% | +837.9% | -851.4% | -31.5% |
| 5Y | -81.6% | +817.0% | -898.6% | -85.9% |
| 10Y | +38.8% | +425.3% | -386.5% | +8.1% |
| All | +38.8% | +401.0% | -362.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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