-12.3%
PYPL vs IJH
+49.7%
-62.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -2.3% | -1.9% | -0.4% | -0.4% |
| 30D | -9.0% | -4.6% | -4.4% | -4.6% |
| 3M | +30.6% | -1.2% | +31.7% | +32.0% |
| 6M | +18.6% | +9.4% | +9.2% | +7.5% |
| YTD | -7.2% | +13.3% | -20.5% | -19.5% |
| 1Y | -19.3% | +13.4% | -32.6% | -30.0% |
| 3Y | -12.3% | +50.4% | -62.7% | -47.2% |
| All | -12.3% | +49.7% | -62.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 3y: compounded portfolio wealth divided by compounded IJH 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…
3y analysis · Full analysis span regression · 6 months rolling