+296.6%
IBN vs CPAY
+1,528.2%
-1,231.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | -2.2% | +0.6% | -2.7% | -2.4% |
| 30D | -2.3% | +3.6% | -5.9% | -3.6% |
| 3M | +15.9% | +16.6% | -0.8% | +9.2% |
| 6M | +5.6% | +29.5% | -23.9% | -5.0% |
| YTD | -0.1% | +35.3% | -35.3% | -12.6% |
| 1Y | -6.5% | +30.6% | -37.2% | -17.7% |
| 3Y | +29.3% | +49.7% | -20.4% | +3.1% |
| 5Y | +56.6% | +54.4% | +2.1% | +20.0% |
| 10Y | +314.4% | +142.8% | +171.6% | +155.2% |
| All | +296.6% | +1,528.2% | -1,231.6% | +19.4% |
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