-14.8%
PYPL vs IJR
+52.6%
-67.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.9% |
| 7D | -4.3% | -1.1% | -3.2% | -3.4% |
| 30D | -11.5% | -3.6% | -7.8% | -8.4% |
| 3M | +26.1% | +2.3% | +23.8% | +23.6% |
| 6M | +13.7% | +14.3% | -0.7% | +0.6% |
| YTD | -9.8% | +19.3% | -29.1% | -23.6% |
| 1Y | -22.1% | +22.6% | -44.7% | -35.7% |
| All | -14.8% | +52.6% | -67.4% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling