+45.1%
PYPL vs IBB
+156.3%
-111.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.9% |
| 7D | +3.9% | -1.8% | +5.7% | +5.3% |
| 30D | +7.8% | +5.1% | +2.7% | +3.0% |
| 3M | -0.7% | +10.7% | -11.4% | -9.5% |
| 6M | +28.8% | +22.9% | +5.9% | +6.9% |
| YTD | +2.4% | +26.7% | -24.3% | -17.7% |
| 1Y | -9.6% | +35.1% | -44.7% | -31.4% |
| 3Y | +9.7% | +80.2% | -70.5% | -36.5% |
| 5Y | -73.5% | +37.8% | -111.3% | -80.5% |
| All | +45.1% | +156.3% | -111.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling