+1,390.2%
CPAY vs IAG
+28.3%
+1,362.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | -2.5% | +1.7% | -4.2% | -2.6% |
| 30D | +1.3% | +11.4% | -10.1% | +0.7% |
| 3M | +13.5% | +33.0% | -19.5% | +11.7% |
| 6M | +24.7% | -6.0% | +30.7% | +24.5% |
| YTD | +34.9% | +24.6% | +10.4% | +32.6% |
| 1Y | +29.7% | +105.0% | -75.3% | +24.1% |
| 3Y | +49.4% | +837.9% | -788.5% | +31.0% |
| 5Y | +53.5% | +817.0% | -763.5% | +32.4% |
| 10Y | +152.5% | +425.3% | -272.9% | +117.7% |
| All | +1,390.2% | +28.3% | +1,362.0% | +1,229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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