+54.4%
PYPL vs IWD
+203.0%
-148.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | +0.1% | +2.3% | -2.2% | -2.5% |
| 30D | +5.7% | +3.6% | +2.1% | +1.4% |
| 3M | -1.9% | +2.2% | -4.1% | -4.3% |
| 6M | +31.8% | +13.0% | +18.9% | +14.5% |
| YTD | +2.4% | +26.5% | -24.1% | -22.4% |
| 1Y | -8.2% | +30.1% | -38.4% | -32.8% |
| 3Y | +10.2% | +84.9% | -74.7% | -45.0% |
| 5Y | -71.2% | +73.4% | -144.6% | -84.1% |
| All | +54.4% | +203.0% | -148.6% | -50.5% |
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