+39.0%
PYPL vs IVZ
+64.1%
-25.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -5.9% | -2.4% | -3.6% | -5.0% |
| 30D | -9.4% | +2.5% | -11.9% | -10.3% |
| 3M | +31.3% | +17.1% | +14.3% | +22.9% |
| 6M | +19.1% | +35.1% | -16.0% | +4.7% |
| YTD | -7.9% | +24.3% | -32.2% | -16.5% |
| 1Y | -17.9% | +48.7% | -66.5% | -30.8% |
| 3Y | -11.6% | +135.6% | -147.2% | -39.6% |
| 5Y | -81.0% | +60.3% | -141.4% | -85.4% |
| All | +39.0% | +64.1% | -25.1% | -2.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling