+63.2%
PYPL vs IBB
+79.1%
-15.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.8% |
| 7D | +3.9% | -1.8% | +5.7% | +5.2% |
| 30D | +7.8% | +5.1% | +2.7% | +3.5% |
| 3M | -0.7% | +10.7% | -11.4% | -8.6% |
| 6M | +28.8% | +22.9% | +5.9% | +9.1% |
| YTD | +2.4% | +26.7% | -24.3% | -15.7% |
| 1Y | -9.6% | +35.1% | -44.7% | -29.3% |
| 3Y | +9.7% | +80.2% | -70.5% | -32.1% |
| 5Y | -73.5% | +37.8% | -111.3% | -79.8% |
| 10Y | +46.5% | +161.2% | -114.7% | -21.1% |
| All | +63.2% | +79.1% | -15.9% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling