+63.2%
PYPL vs IWD
+221.2%
-158.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 7D | +3.9% | -0.5% | +4.4% | +4.5% |
| 30D | +7.8% | +2.7% | +5.1% | +4.6% |
| 3M | -0.7% | +0.9% | -1.5% | -1.6% |
| 6M | +28.8% | +10.5% | +18.2% | +14.8% |
| YTD | +2.4% | +23.7% | -21.3% | -20.1% |
| 1Y | -9.6% | +28.7% | -38.3% | -32.7% |
| 3Y | +9.7% | +79.7% | -70.0% | -43.0% |
| 5Y | -73.5% | +69.7% | -143.2% | -84.9% |
| 10Y | +46.5% | +211.4% | -165.0% | -55.9% |
| All | +63.2% | +221.2% | -158.1% | -50.3% |
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