+51.4%
PYPL vs IWD
+220.3%
-168.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.3% |
| 7D | +2.7% | -0.3% | +2.9% | +3.1% |
| 30D | -4.9% | +0.6% | -5.5% | -5.5% |
| 3M | +28.9% | +7.2% | +21.7% | +19.0% |
| 6M | +18.2% | +16.2% | +2.0% | -0.8% |
| YTD | -5.0% | +23.3% | -28.4% | -25.7% |
| 1Y | -18.8% | +29.6% | -48.4% | -39.9% |
| 3Y | -12.6% | +70.5% | -83.0% | -51.7% |
| 5Y | -80.8% | +73.5% | -154.3% | -89.3% |
| 10Y | +49.9% | +198.3% | -148.4% | -52.8% |
| All | +51.4% | +220.3% | -168.9% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling