+40.1%
IEF vs CPAY
+1,533.9%
-1,493.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -1.2% | -2.7% | +1.5% | -1.3% |
| 30D | -1.5% | +0.6% | -2.0% | -1.4% |
| 3M | -1.7% | +17.0% | -18.7% | -1.1% |
| 6M | -3.5% | +24.1% | -27.6% | -2.8% |
| YTD | -2.6% | +35.7% | -38.4% | -1.5% |
| 1Y | -2.4% | +34.0% | -36.4% | -1.2% |
| 3Y | +8.9% | +50.3% | -41.3% | +11.1% |
| 5Y | -9.2% | +56.7% | -65.9% | -7.0% |
| 10Y | +3.9% | +153.9% | -150.1% | +10.8% |
| All | +40.1% | +1,533.9% | -1,493.8% | +71.2% |
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