+51.4%
PYPL vs IEF
+12.9%
+38.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -0.3% | +3.0% | +2.6% |
| 30D | -4.9% | -0.8% | -4.1% | -5.0% |
| 3M | +28.9% | -1.0% | +29.9% | +28.7% |
| 6M | +18.2% | -2.8% | +21.0% | +17.7% |
| YTD | -5.0% | -1.5% | -3.5% | -5.2% |
| 1Y | -18.8% | -0.4% | -18.4% | -18.8% |
| 3Y | -12.6% | +9.7% | -22.2% | -11.7% |
| 5Y | -80.8% | -8.3% | -72.5% | -83.9% |
| 10Y | +49.9% | +4.6% | +45.3% | +46.9% |
| All | +51.4% | +12.9% | +38.5% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling