+51.4%
PYPL vs IYR
+97.4%
-46.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.4% |
| 7D | +2.7% | -1.2% | +3.9% | +3.8% |
| 30D | -4.9% | -2.9% | -2.0% | -2.6% |
| 3M | +28.9% | +0.8% | +28.0% | +28.1% |
| 6M | +18.2% | +1.9% | +16.4% | +16.2% |
| YTD | -5.0% | +9.6% | -14.7% | -12.2% |
| 1Y | -18.8% | +8.1% | -26.9% | -24.1% |
| 3Y | -12.6% | +29.2% | -41.8% | -30.0% |
| 5Y | -80.8% | +4.3% | -85.1% | -81.7% |
| 10Y | +49.9% | +64.7% | -14.8% | -0.9% |
| All | +51.4% | +97.4% | -46.0% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling