-68.6%
PYPL vs IOT
+66.1%
-134.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.1% | +0.9% | -0.9% | -0.1% |
| 30D | +5.7% | +1.4% | +4.3% | +5.1% |
| 3M | -1.9% | +0.5% | -2.5% | -2.8% |
| 6M | +31.8% | +50.3% | -18.5% | +16.7% |
| YTD | +2.4% | +16.7% | -14.2% | -4.8% |
| 1Y | -8.2% | +6.8% | -15.1% | -13.1% |
| 3Y | +10.2% | +75.5% | -65.3% | -15.2% |
| All | -68.6% | +66.1% | -134.7% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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