+51.4%
PYPL vs IBB
+77.7%
-26.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.4% |
| 7D | +2.7% | +1.4% | +1.3% | +1.6% |
| 30D | -4.9% | +10.5% | -15.4% | -11.9% |
| 3M | +28.9% | +23.6% | +5.2% | +9.5% |
| 6M | +18.2% | +22.6% | -4.4% | +0.5% |
| YTD | -5.0% | +25.7% | -30.7% | -20.9% |
| 1Y | -18.8% | +51.4% | -70.2% | -41.5% |
| 3Y | -12.6% | +64.4% | -77.0% | -41.5% |
| 5Y | -80.8% | +22.1% | -102.9% | -84.0% |
| 10Y | +49.9% | +132.5% | -82.6% | -14.7% |
| All | +51.4% | +77.7% | -26.3% | -1.8% |
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