+51.4%
PYPL vs IWF
+451.1%
-399.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +0.5% | +2.1% | +2.1% |
| 30D | -4.9% | -0.4% | -4.5% | -4.4% |
| 3M | +28.9% | -2.6% | +31.5% | +31.7% |
| 6M | +18.2% | +9.1% | +9.1% | +4.9% |
| YTD | -5.0% | +4.5% | -9.5% | -10.8% |
| 1Y | -18.8% | +10.1% | -28.9% | -28.5% |
| 3Y | -12.6% | +77.6% | -90.2% | -59.1% |
| 5Y | -80.8% | +73.7% | -154.5% | -90.5% |
| 10Y | +49.9% | +411.5% | -361.6% | -80.3% |
| All | +51.4% | +451.1% | -399.8% | -81.4% |
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