-11.8%
PYPL vs IAG
+797.8%
-809.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | +1.7% | +4.3% | -2.5% | +1.5% |
| 30D | -9.7% | +9.8% | -19.5% | -10.2% |
| 3M | +29.2% | +28.9% | +0.3% | +26.9% |
| 6M | +13.9% | -7.6% | +21.5% | +14.0% |
| YTD | -8.1% | +22.0% | -30.1% | -10.4% |
| 1Y | -21.4% | +99.5% | -120.9% | -27.2% |
| 3Y | -11.8% | +818.3% | -830.1% | -34.9% |
| All | -11.8% | +797.8% | -809.6% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling