+43.7%
PYPL vs IJH
+195.1%
-151.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.8% |
| 7D | -4.3% | -0.7% | -3.6% | -3.6% |
| 30D | -11.5% | -3.8% | -7.6% | -7.8% |
| 3M | +26.1% | 0.0% | +26.1% | +26.0% |
| 6M | +13.7% | +8.8% | +4.9% | +4.0% |
| YTD | -9.8% | +13.5% | -23.4% | -21.3% |
| 1Y | -22.1% | +15.4% | -37.5% | -33.0% |
| 3Y | -13.5% | +50.9% | -64.4% | -43.0% |
| 5Y | -81.6% | +47.8% | -129.4% | -87.3% |
| 10Y | +38.8% | +183.1% | -144.3% | -49.7% |
| All | +43.7% | +195.1% | -151.4% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling