-71.7%
PYPL vs IOT
+54.4%
-126.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -5.9% | -0.8% | -5.1% | -5.8% |
| 30D | -9.4% | -4.7% | -4.8% | -8.6% |
| 3M | +31.3% | +17.8% | +13.5% | +24.7% |
| 6M | +19.1% | +16.8% | +2.3% | +12.3% |
| YTD | -7.9% | +8.4% | -16.3% | -12.4% |
| 1Y | -17.9% | -0.8% | -17.1% | -20.5% |
| 3Y | -11.6% | +25.7% | -37.3% | -25.5% |
| All | -71.7% | +54.4% | -126.1% | -81.0% |
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