+63.8%
PYPL vs IAG
+851.1%
-787.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | +1.1% | -0.5% | +1.6% | +1.0% |
| 6M | +32.7% | -4.8% | +37.6% | +32.6% |
| YTD | +2.8% | +9.6% | -6.8% | +1.1% |
| 1Y | -10.8% | +32.2% | -43.0% | -13.4% |
| 3Y | +9.8% | +692.5% | -682.7% | -6.9% |
| 5Y | -70.2% | +447.6% | -517.8% | -75.0% |
| 10Y | +50.1% | +403.3% | -353.3% | +25.8% |
| All | +63.8% | +851.1% | -787.2% | +37.9% |
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 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