+39.0%
PYPL vs IEF
+4.0%
+35.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | -5.9% | -1.2% | -4.8% | -5.9% |
| 30D | -9.4% | -1.5% | -8.0% | -9.4% |
| 3M | +31.3% | -1.7% | +33.0% | +31.4% |
| 6M | +19.1% | -3.5% | +22.6% | +19.1% |
| YTD | -7.9% | -2.6% | -5.2% | -7.8% |
| 1Y | -17.9% | -2.4% | -15.5% | -17.8% |
| 3Y | -11.6% | +8.9% | -20.5% | -11.7% |
| 5Y | -81.0% | -9.2% | -71.8% | -83.9% |
| All | +39.0% | +4.0% | +35.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling