+60.6%
PYPL vs IVZ
+26.9%
+33.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -1.1% | +5.1% | -6.3% | -3.2% |
| 30D | +3.8% | -1.6% | +5.3% | +4.1% |
| 3M | -1.3% | -9.1% | +7.9% | +2.2% |
| 6M | +29.0% | +1.8% | +27.3% | +27.0% |
| YTD | +0.7% | +10.8% | -10.1% | -4.9% |
| 1Y | -12.3% | +19.1% | -31.4% | -19.8% |
| 3Y | +7.6% | +144.4% | -136.8% | -28.2% |
| 5Y | -71.7% | +33.6% | -105.3% | -76.6% |
| 10Y | +47.1% | +41.7% | +5.4% | +8.3% |
| All | +60.6% | +26.9% | +33.7% | +32.1% |
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 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