-9.5%
IEF vs CPAY
+55.3%
-64.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.3% | -2.0% | +0.6% | -1.3% |
| 30D | -1.7% | -0.4% | -1.4% | -1.7% |
| 3M | -2.5% | +16.4% | -18.9% | -2.6% |
| 6M | -3.3% | +23.5% | -26.8% | -3.4% |
| YTD | -2.8% | +35.7% | -38.5% | -3.0% |
| 1Y | -2.7% | +30.2% | -32.9% | -2.9% |
| 3Y | +8.9% | +49.7% | -40.8% | +8.4% |
| All | -9.5% | +55.3% | -64.8% | -10.8% |
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