+36.1%
PYPL vs IVZ
+64.9%
-28.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -4.3% | +1.2% | -5.5% | -4.8% |
| 30D | -11.5% | +1.8% | -13.2% | -12.1% |
| 3M | +26.1% | +15.7% | +10.4% | +18.6% |
| 6M | +13.7% | +36.3% | -22.7% | -0.5% |
| YTD | -9.8% | +24.9% | -34.8% | -18.5% |
| 1Y | -22.1% | +48.9% | -71.0% | -34.4% |
| 3Y | -13.5% | +136.8% | -150.3% | -41.0% |
| 5Y | -81.6% | +60.0% | -141.6% | -85.8% |
| All | +36.1% | +64.9% | -28.9% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling