+54.4%
PYPL vs IYR
+87.3%
-32.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.4% |
| 30D | +5.7% | +6.6% | -0.9% | +0.2% |
| 3M | -1.9% | -1.8% | -0.1% | -0.4% |
| 6M | +31.8% | +1.4% | +30.4% | +30.1% |
| YTD | +2.4% | +10.5% | -8.1% | -6.0% |
| 1Y | -8.2% | +10.6% | -18.9% | -15.9% |
| 3Y | +10.2% | +41.8% | -31.6% | -18.7% |
| 5Y | -71.2% | +6.0% | -77.3% | -73.0% |
| All | +54.4% | +87.3% | -32.9% | -1.9% |
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