+40.1%
PYPL vs IJR
+172.1%
-132.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.3% |
| 7D | -2.3% | -2.2% | -0.1% | -0.4% |
| 30D | -9.0% | -4.6% | -4.4% | -5.3% |
| 3M | +30.6% | +0.2% | +30.4% | +30.4% |
| 6M | +18.6% | +14.7% | +3.8% | +5.4% |
| YTD | -7.2% | +18.9% | -26.0% | -20.1% |
| 1Y | -19.3% | +19.9% | -39.2% | -31.1% |
| 3Y | -12.3% | +53.0% | -65.3% | -39.0% |
| 5Y | -80.9% | +40.9% | -121.8% | -85.5% |
| All | +40.1% | +172.1% | -132.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling