+117.3%
IBB vs CPAY
+155.3%
-38.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -5.2% | -2.7% | -2.6% | -4.5% |
| 30D | +1.5% | +0.6% | +0.9% | +1.2% |
| 3M | +22.1% | +17.0% | +5.1% | +16.2% |
| 6M | +17.7% | +24.1% | -6.4% | +9.5% |
| YTD | +20.2% | +35.7% | -15.6% | +7.8% |
| 1Y | +44.4% | +34.0% | +10.4% | +29.6% |
| 3Y | +61.1% | +50.3% | +10.8% | +36.7% |
| 5Y | +18.5% | +56.7% | -38.1% | -2.8% |
| All | +117.3% | +155.3% | -38.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling