+60.6%
PYPL vs IBB
+78.9%
-18.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.4% |
| 7D | -1.1% | +1.6% | -2.8% | -2.3% |
| 30D | +3.8% | +6.7% | -2.9% | -1.4% |
| 3M | -1.3% | +6.3% | -7.6% | -6.3% |
| 6M | +29.0% | +23.9% | +5.1% | +8.7% |
| YTD | +0.7% | +26.6% | -25.8% | -17.0% |
| 1Y | -12.3% | +29.6% | -41.9% | -29.1% |
| 3Y | +7.6% | +86.1% | -78.4% | -35.0% |
| 5Y | -71.7% | +40.3% | -112.0% | -78.7% |
| 10Y | +47.1% | +128.1% | -81.0% | -16.2% |
| All | +60.6% | +78.9% | -18.4% | +3.1% |
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