+19.8%
IBB vs CPAY
+54.3%
-34.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.9% | -2.5% | -1.4% | -3.2% |
| 30D | +2.7% | +1.3% | +1.4% | +2.2% |
| 3M | +21.4% | +13.5% | +7.9% | +16.5% |
| 6M | +20.1% | +24.7% | -4.6% | +11.5% |
| YTD | +21.9% | +34.9% | -13.1% | +9.3% |
| 1Y | +44.1% | +29.7% | +14.4% | +30.5% |
| 3Y | +63.4% | +49.4% | +14.0% | +36.9% |
| 5Y | +19.8% | +53.5% | -33.7% | -4.8% |
| All | +19.8% | +54.3% | -34.6% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling