-81.6%
PYPL vs IEF
-8.6%
-73.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -11.5% | -0.6% | -10.9% | -11.1% |
| 3M | +26.1% | -1.0% | +27.1% | +26.9% |
| 6M | +13.7% | -3.1% | +16.7% | +15.5% |
| YTD | -9.8% | -1.9% | -8.0% | -8.9% |
| 1Y | -22.1% | -1.4% | -20.7% | -21.4% |
| 3Y | -13.5% | +9.8% | -23.3% | -18.6% |
| 5Y | -81.6% | -8.8% | -72.8% | -85.2% |
| All | -81.6% | -8.6% | -73.0% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling