-19.0%
PYPL vs IWD
+30.5%
-49.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.5% |
| 7D | +2.4% | -0.3% | +2.7% | +2.8% |
| 30D | -5.1% | +0.6% | -5.7% | -5.7% |
| 3M | +28.6% | +7.2% | +21.3% | +19.2% |
| 6M | +17.9% | +16.2% | +1.7% | -0.4% |
| YTD | -5.3% | +23.3% | -28.6% | -28.1% |
| 1Y | -19.0% | +29.6% | -48.6% | -44.2% |
| All | -19.0% | +30.5% | -49.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling