+8.4%
PYPL vs IYR
+41.6%
-33.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | +3.8% | +5.7% | -1.9% | -0.5% |
| 3M | -1.3% | -0.6% | -0.7% | -0.7% |
| 6M | +29.0% | +0.5% | +28.5% | +28.6% |
| YTD | +0.7% | +10.4% | -9.7% | -6.9% |
| 1Y | -12.3% | +9.2% | -21.5% | -18.2% |
| All | +8.4% | +41.6% | -33.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling