-70.2%
PYPL vs IBN
+74.4%
-144.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.2% | +11.1% | -12.3% | -7.5% |
| 30D | +6.1% | +23.9% | -17.7% | -7.2% |
| 3M | +1.1% | +16.3% | -15.2% | -8.2% |
| 6M | +32.7% | +34.2% | -1.5% | +10.4% |
| YTD | +2.8% | +17.6% | -14.8% | -7.8% |
| 1Y | -10.8% | +13.8% | -24.6% | -18.4% |
| 3Y | +9.8% | +57.0% | -47.2% | -25.6% |
| 5Y | -70.2% | +75.3% | -145.6% | -82.4% |
| All | -70.2% | +74.4% | -144.6% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling