-19.0%
PYPL vs IVZ
+56.4%
-75.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -5.1% | +4.0% | -9.1% | -6.7% |
| 3M | +28.6% | +18.2% | +10.4% | +19.5% |
| 6M | +17.9% | +32.8% | -14.9% | +3.4% |
| YTD | -5.3% | +28.7% | -34.0% | -16.2% |
| 1Y | -19.0% | +55.4% | -74.4% | -37.3% |
| All | -19.0% | +56.4% | -75.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling