+63.8%
PYPL vs IRM
+565.6%
-501.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | -1.2% | -5.3% | +4.1% | +0.6% |
| 30D | +6.1% | -2.3% | +8.4% | +6.6% |
| 3M | +1.1% | -7.4% | +8.5% | +3.5% |
| 6M | +32.7% | -12.2% | +45.0% | +38.2% |
| YTD | +2.8% | +38.6% | -35.9% | -11.9% |
| 1Y | -10.8% | +14.9% | -25.7% | -17.7% |
| 3Y | +9.8% | +108.2% | -98.4% | -23.4% |
| 5Y | -70.2% | +183.8% | -254.1% | -81.7% |
| 10Y | +50.1% | +512.6% | -462.5% | -36.7% |
| All | +63.8% | +565.6% | -501.8% | -37.1% |
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