-81.1%
PYPL vs IRM
+192.5%
-273.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | -9.7% | -4.2% | -5.6% | -8.0% |
| 3M | +29.2% | -5.4% | +34.6% | +31.7% |
| 6M | +13.9% | +12.0% | +1.9% | +6.7% |
| YTD | -8.1% | +42.0% | -50.1% | -23.3% |
| 1Y | -21.4% | +29.9% | -51.3% | -32.3% |
| 3Y | -11.8% | +104.4% | -116.2% | -44.5% |
| 5Y | -81.1% | +191.0% | -272.2% | -90.7% |
| All | -81.1% | +192.5% | -273.7% | -90.7% |
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