-14.8%
PYPL vs IYR
+29.2%
-44.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.0% |
| 7D | -4.3% | -0.9% | -3.4% | -3.6% |
| 30D | -11.5% | -2.4% | -9.1% | -9.7% |
| 3M | +26.1% | -2.0% | +28.2% | +28.4% |
| 6M | +13.7% | +2.5% | +11.2% | +11.3% |
| YTD | -9.8% | +8.3% | -18.2% | -15.7% |
| 1Y | -22.1% | +6.5% | -28.5% | -26.2% |
| All | -14.8% | +29.2% | -44.0% | -34.7% |
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