+6.5%
IEMG vs CPAY
+71.2%
-64.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.8% | -12.4% | -6.0% |
| 7D | -7.4% | +12.3% | -19.7% | -8.1% |
| 30D | -14.9% | +9.9% | -24.7% | -15.4% |
| 3M | -11.6% | +13.3% | -24.9% | -12.4% |
| 6M | -11.1% | +47.2% | -58.3% | -14.3% |
| YTD | +6.0% | +48.5% | -42.5% | +2.7% |
| 1Y | +6.5% | +70.8% | -64.3% | +2.7% |
| All | +6.5% | +71.2% | -64.7% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling