-73.9%
PYPL vs IWD
+68.9%
-142.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | +3.9% | -0.5% | +4.4% | +4.6% |
| 30D | +7.8% | +2.7% | +5.1% | +3.5% |
| 3M | -0.7% | +0.9% | -1.5% | -2.0% |
| 6M | +28.8% | +10.5% | +18.2% | +10.3% |
| YTD | +2.4% | +23.7% | -21.3% | -26.9% |
| 1Y | -9.6% | +28.7% | -38.3% | -39.5% |
| 3Y | +9.7% | +79.7% | -70.0% | -56.9% |
| All | -73.9% | +68.9% | -142.8% | -88.5% |
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 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