-70.9%
PYPL vs IOT
+61.4%
-132.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -3.9% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | -4.9% | +3.8% | -8.7% | -6.1% |
| 3M | +28.9% | +14.2% | +14.7% | +23.4% |
| 6M | +18.2% | +40.1% | -21.9% | +5.8% |
| YTD | -5.0% | +13.4% | -18.4% | -10.7% |
| 1Y | -18.8% | +12.2% | -31.0% | -24.2% |
| 3Y | -12.6% | +30.0% | -42.6% | -26.9% |
| All | -70.9% | +61.4% | -132.3% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling