-70.4%
PYPL vs IRM
+185.3%
-255.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | -0.3% |
| 7D | +2.2% | -3.8% | +5.9% | +3.5% |
| 30D | +8.1% | -3.2% | +11.3% | +9.1% |
| 3M | +1.9% | -7.8% | +9.7% | +4.8% |
| 6M | +33.1% | -12.7% | +45.8% | +39.4% |
| YTD | +3.8% | +36.7% | -32.9% | -13.0% |
| 1Y | -8.3% | +10.0% | -18.4% | -14.9% |
| 3Y | +11.9% | +107.2% | -95.4% | -32.3% |
| 5Y | -70.4% | +181.6% | -252.0% | -85.5% |
| All | -70.4% | +185.3% | -255.8% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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