+65.4%
PYPL vs IRM
+556.3%
-490.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | -0.2% |
| 7D | +2.2% | -3.8% | +5.9% | +3.4% |
| 30D | +8.1% | -3.2% | +11.3% | +9.0% |
| 3M | +1.9% | -7.8% | +9.7% | +4.6% |
| 6M | +33.1% | -12.7% | +45.8% | +38.8% |
| YTD | +3.8% | +36.7% | -32.9% | -10.6% |
| 1Y | -8.3% | +10.0% | -18.4% | -13.9% |
| 3Y | +11.9% | +107.2% | -95.4% | -21.9% |
| 5Y | -70.4% | +181.6% | -252.0% | -81.8% |
| 10Y | +47.2% | +481.1% | -434.0% | -36.7% |
| All | +65.4% | +556.3% | -490.9% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling