+62.4%
PYPL vs IP
+23.3%
+39.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.7% |
| 7D | +3.5% | -5.0% | +8.5% | +5.4% |
| 30D | +8.0% | +6.5% | +1.4% | +5.4% |
| 3M | +2.0% | -18.0% | +20.1% | +9.0% |
| 6M | +27.6% | +10.3% | +17.2% | +21.2% |
| YTD | +1.9% | -9.9% | +11.8% | +2.1% |
| 1Y | -12.4% | -1.1% | -11.3% | -15.6% |
| 3Y | +6.3% | +13.0% | -6.7% | -6.3% |
| 5Y | -73.6% | -12.3% | -61.3% | -74.4% |
| 10Y | +45.8% | +26.8% | +18.9% | +7.4% |
| All | +62.4% | +23.3% | +39.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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