+60.6%
PYPL vs IAG
+802.1%
-741.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.2% | -1.7% |
| 7D | -1.1% | -2.1% | +0.9% | -1.0% |
| 30D | +3.8% | -6.2% | +10.0% | +4.1% |
| 3M | -1.3% | -5.1% | +3.9% | -1.1% |
| 6M | +29.0% | -10.0% | +39.0% | +29.4% |
| YTD | +0.7% | +3.9% | -3.2% | -0.6% |
| 1Y | -12.3% | +18.9% | -31.1% | -14.3% |
| 3Y | +7.6% | +651.8% | -644.1% | -8.5% |
| 5Y | -71.7% | +416.3% | -488.0% | -76.2% |
| 10Y | +47.1% | +377.4% | -330.4% | +23.7% |
| All | +60.6% | +802.1% | -741.5% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling