-81.6%
PYPL vs IYR
+4.2%
-85.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.9% |
| 7D | -4.3% | -0.9% | -3.4% | -3.5% |
| 30D | -11.5% | -2.4% | -9.1% | -9.4% |
| 3M | +26.1% | -2.0% | +28.2% | +28.7% |
| 6M | +13.7% | +2.5% | +11.2% | +10.8% |
| YTD | -9.8% | +8.3% | -18.2% | -16.8% |
| 1Y | -22.1% | +6.5% | -28.5% | -27.0% |
| 3Y | -13.5% | +29.3% | -42.8% | -34.5% |
| 5Y | -81.6% | +5.7% | -87.3% | -83.3% |
| All | -81.6% | +4.2% | -85.8% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling