-17.9%
PYPL vs IAG
+94.1%
-112.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.3% |
| 7D | -5.9% | -4.1% | -1.9% | -5.8% |
| 30D | -9.4% | +10.6% | -20.0% | -9.4% |
| 3M | +31.3% | +35.4% | -4.1% | +31.0% |
| 6M | +19.1% | -9.5% | +28.6% | +18.7% |
| YTD | -7.9% | +21.8% | -29.7% | -8.0% |
| 1Y | -17.9% | +84.1% | -102.0% | -18.9% |
| All | -17.9% | +94.1% | -112.0% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling