-71.5%
PYPL vs IOT
+54.1%
-125.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -2.3% | -4.5% | +2.3% | -1.2% |
| 30D | -9.0% | -2.4% | -6.6% | -8.7% |
| 3M | +30.6% | +19.0% | +11.6% | +23.7% |
| 6M | +18.6% | +19.6% | -1.1% | +11.1% |
| YTD | -7.2% | +8.3% | -15.4% | -11.7% |
| 1Y | -19.3% | -0.8% | -18.5% | -21.8% |
| 3Y | -12.3% | +24.4% | -36.7% | -25.8% |
| All | -71.5% | +54.1% | -125.6% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling