+60.6%
PYPL vs IBN
+289.1%
-228.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -1.1% | +5.7% | -6.8% | -3.0% |
| 30D | +3.8% | +20.5% | -16.7% | -2.8% |
| 3M | -1.3% | +15.2% | -16.5% | -6.1% |
| 6M | +29.0% | +34.5% | -5.5% | +16.4% |
| YTD | +0.7% | +16.4% | -15.6% | -4.8% |
| 1Y | -12.3% | +13.5% | -25.8% | -16.5% |
| 3Y | +7.6% | +55.4% | -47.8% | -8.9% |
| 5Y | -71.7% | +73.1% | -144.8% | -76.8% |
| 10Y | +47.1% | +383.7% | -336.7% | -9.3% |
| All | +60.6% | +289.1% | -228.5% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling