+61.9%
PYPL vs IVZ
+28.7%
+33.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.0% | +2.2% | -1.2% | -0.1% |
| 30D | +5.9% | -2.2% | +8.0% | +6.4% |
| 3M | -0.2% | -8.4% | +8.2% | +2.9% |
| 6M | +30.3% | +6.2% | +24.1% | +26.0% |
| YTD | +1.6% | +12.4% | -10.8% | -4.7% |
| 1Y | -10.3% | +26.0% | -36.3% | -19.8% |
| 3Y | +8.5% | +147.9% | -139.3% | -28.1% |
| 5Y | -71.0% | +38.8% | -109.7% | -76.3% |
| 10Y | +46.9% | +44.6% | +2.4% | +7.3% |
| All | +61.9% | +28.7% | +33.2% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling