+10.2%
PYPL vs IVZ
+152.3%
-142.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.7% |
| 7D | +0.1% | +7.6% | -7.5% | -3.1% |
| 30D | +5.7% | +4.3% | +1.3% | +3.4% |
| 3M | -1.9% | -9.3% | +7.4% | +1.9% |
| 6M | +31.8% | +5.2% | +26.6% | +27.7% |
| YTD | +2.4% | +13.4% | -11.0% | -4.8% |
| 1Y | -8.2% | +25.4% | -33.6% | -18.7% |
| 3Y | +10.2% | +152.5% | -142.3% | -34.1% |
| All | +10.2% | +152.3% | -142.1% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling