+51.4%
PYPL vs IVZ
+47.4%
+4.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | +2.7% | +0.6% | +2.0% | +2.4% |
| 30D | -4.9% | +4.0% | -8.9% | -6.4% |
| 3M | +28.9% | +18.2% | +10.7% | +20.0% |
| 6M | +18.2% | +32.8% | -14.6% | +4.4% |
| YTD | -5.0% | +28.7% | -33.8% | -15.3% |
| 1Y | -18.8% | +55.4% | -74.2% | -33.0% |
| 3Y | -12.6% | +135.2% | -147.8% | -40.6% |
| 5Y | -80.8% | +64.2% | -145.0% | -85.3% |
| 10Y | +49.9% | +64.6% | -14.7% | +4.1% |
| All | +51.4% | +47.4% | +4.0% | +17.7% |
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 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