+46.5%
PYPL vs IJR
+190.5%
-144.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.6% |
| 7D | +1.7% | +0.9% | +0.8% | +1.0% |
| 30D | -9.7% | -3.1% | -6.6% | -7.2% |
| 3M | +29.2% | +4.4% | +24.8% | +24.6% |
| 6M | +13.9% | +16.1% | -2.3% | +0.1% |
| YTD | -8.1% | +20.6% | -28.7% | -22.0% |
| 1Y | -21.4% | +22.9% | -44.2% | -34.3% |
| 3Y | -11.8% | +55.2% | -67.0% | -39.7% |
| 5Y | -81.1% | +41.1% | -122.2% | -85.8% |
| 10Y | +36.9% | +167.0% | -130.0% | -40.8% |
| All | +46.5% | +190.5% | -144.0% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling