+51.4%
PYPL vs IAG
+977.9%
-926.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -4.9% | +28.9% | -33.8% | -6.4% |
| 3M | +28.9% | +19.1% | +9.7% | +27.2% |
| 6M | +18.2% | -10.3% | +28.5% | +18.4% |
| YTD | -5.0% | +24.2% | -29.2% | -7.2% |
| 1Y | -18.8% | +116.5% | -135.3% | -23.8% |
| 3Y | -12.6% | +742.8% | -755.4% | -26.2% |
| 5Y | -80.8% | +753.3% | -834.1% | -84.2% |
| 10Y | +49.9% | +403.2% | -353.3% | +24.9% |
| All | +51.4% | +977.9% | -926.5% | +26.6% |
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