+36.9%
PYPL vs IWD
+195.2%
-158.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.3% |
| 7D | +1.7% | -0.2% | +1.9% | +2.0% |
| 30D | -9.7% | -0.8% | -9.0% | -8.9% |
| 3M | +29.2% | +8.0% | +21.2% | +18.3% |
| 6M | +13.9% | +18.2% | -4.3% | -6.3% |
| YTD | -8.1% | +22.3% | -30.4% | -27.5% |
| 1Y | -21.4% | +28.9% | -50.3% | -41.5% |
| 3Y | -11.8% | +71.5% | -83.4% | -51.7% |
| 5Y | -81.1% | +73.6% | -154.7% | -89.5% |
| 10Y | +36.9% | +194.7% | -157.8% | -52.0% |
| All | +36.9% | +195.2% | -158.2% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling