+46.5%
PYPL vs IFF
+2.2%
+44.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -9.7% | -0.3% | -9.4% | -9.7% |
| 3M | +29.2% | +18.6% | +10.7% | +19.6% |
| 6M | +13.9% | +17.4% | -3.5% | +4.2% |
| YTD | -8.1% | +28.5% | -36.6% | -19.8% |
| 1Y | -21.4% | +32.5% | -53.9% | -32.5% |
| 3Y | -11.8% | +34.1% | -45.9% | -26.5% |
| 5Y | -81.1% | -35.2% | -46.0% | -78.8% |
| 10Y | +36.9% | -21.1% | +58.0% | +31.2% |
| All | +46.5% | +2.2% | +44.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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