+63.3%
PYPL vs IWF
+413.6%
-350.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +3.0% |
| 7D | +0.1% | +2.8% | -2.7% | -3.2% |
| 30D | +5.7% | -7.5% | +13.2% | +14.8% |
| 3M | -1.9% | -8.5% | +6.6% | +7.7% |
| 6M | +31.8% | -7.4% | +39.2% | +41.2% |
| YTD | +2.4% | -2.6% | +5.1% | +3.3% |
| 1Y | -8.2% | -1.8% | -6.4% | -8.5% |
| 3Y | +10.2% | +65.5% | -55.3% | -44.6% |
| 5Y | -71.2% | +55.8% | -127.1% | -84.0% |
| 10Y | +49.6% | +384.9% | -335.3% | -79.3% |
| All | +63.3% | +413.6% | -350.3% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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