-10.8%
PYPL vs IAG
+34.9%
-45.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -1.2% | +3.4% | -4.6% | -1.4% |
| 30D | +6.1% | -2.7% | +8.8% | +6.0% |
| 3M | +1.1% | -0.5% | +1.6% | +1.3% |
| 6M | +32.7% | -4.8% | +37.6% | +33.0% |
| YTD | +2.8% | +9.6% | -6.8% | +1.9% |
| 1Y | -10.8% | +32.2% | -43.0% | -16.3% |
| All | -10.8% | +34.9% | -45.6% | -16.3% |
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