+323.2%
IBN vs CPAY
+155.2%
+168.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -3.0% | -2.0% | -1.0% | -2.3% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | +7.9% | +16.4% | -8.4% | +2.0% |
| 6M | +8.6% | +23.5% | -14.9% | -0.3% |
| YTD | -0.6% | +35.7% | -36.2% | -12.8% |
| 1Y | -7.3% | +30.2% | -37.5% | -18.0% |
| 3Y | +26.2% | +49.7% | -23.5% | +0.6% |
| 5Y | +57.8% | +56.6% | +1.3% | +20.1% |
| All | +323.2% | +155.2% | +168.0% | +173.6% |
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