-81.0%
PYPL vs IJR
+38.0%
-119.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.1% |
| 7D | -5.9% | -2.3% | -3.6% | -3.6% |
| 30D | -9.4% | -4.7% | -4.7% | -4.6% |
| 3M | +31.3% | +2.1% | +29.2% | +28.4% |
| 6M | +19.1% | +13.9% | +5.2% | +3.4% |
| YTD | -7.9% | +18.2% | -26.1% | -23.6% |
| 1Y | -17.9% | +21.8% | -39.7% | -34.2% |
| 3Y | -11.6% | +52.2% | -63.8% | -46.4% |
| 5Y | -81.0% | +40.1% | -121.2% | -87.3% |
| All | -81.0% | +38.0% | -119.0% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling