+40.1%
PYPL vs IYR
+69.7%
-29.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | -2.3% | -1.4% | -0.9% | -1.2% |
| 30D | -9.0% | -2.7% | -6.4% | -6.9% |
| 3M | +30.6% | -2.1% | +32.7% | +33.0% |
| 6M | +18.6% | +3.6% | +15.0% | +15.0% |
| YTD | -7.2% | +8.1% | -15.3% | -13.2% |
| 1Y | -19.3% | +4.7% | -24.0% | -22.5% |
| 3Y | -12.3% | +29.1% | -41.4% | -29.6% |
| 5Y | -80.9% | +6.9% | -87.8% | -82.1% |
| All | +40.1% | +69.7% | -29.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling