-81.0%
PYPL vs IWD
+73.6%
-154.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.0% |
| 7D | +2.7% | -0.3% | +2.9% | +3.2% |
| 30D | -4.9% | +0.6% | -5.5% | -5.8% |
| 3M | +28.9% | +7.2% | +21.7% | +15.9% |
| 6M | +18.2% | +16.2% | +2.0% | -6.5% |
| YTD | -5.0% | +23.3% | -28.4% | -31.8% |
| 1Y | -18.8% | +29.6% | -48.4% | -45.9% |
| 3Y | -12.6% | +70.5% | -83.0% | -62.2% |
| All | -81.0% | +73.6% | -154.7% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling