+615.6%
IBB vs CPAY
+1,565.5%
-949.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.4% | +2.1% | -0.7% | +0.8% |
| 30D | +10.5% | +5.5% | +5.0% | +8.5% |
| 3M | +23.6% | +16.6% | +7.1% | +17.3% |
| 6M | +22.6% | +26.7% | -4.0% | +12.5% |
| YTD | +25.7% | +38.4% | -12.7% | +10.9% |
| 1Y | +51.4% | +30.1% | +21.2% | +35.8% |
| 3Y | +64.4% | +52.6% | +11.8% | +36.7% |
| 5Y | +22.1% | +59.0% | -36.8% | -2.0% |
| 10Y | +132.5% | +148.4% | -15.9% | +48.7% |
| All | +615.6% | +1,565.5% | -949.9% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling