-69.1%
PYPL vs IOT
+65.9%
-135.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +3.8% | +0.1% | +3.7% | +3.6% |
| 3M | -1.3% | +5.0% | -6.3% | -3.2% |
| 6M | +29.0% | +47.0% | -18.0% | +14.8% |
| YTD | +0.7% | +16.6% | -15.8% | -6.3% |
| 1Y | -12.3% | +4.8% | -17.0% | -16.5% |
| 3Y | +7.6% | +72.2% | -64.5% | -16.8% |
| All | -69.1% | +65.9% | -135.0% | -79.7% |
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