+142.3%
IEMG vs CPAY
+773.2%
-630.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | +1.4% | +16.4% | -14.9% | -3.6% |
| 6M | +15.2% | +23.5% | -8.3% | +7.1% |
| YTD | +23.8% | +35.7% | -11.8% | +10.8% |
| 1Y | +30.7% | +30.2% | +0.5% | +17.9% |
| 3Y | +83.3% | +49.7% | +33.6% | +53.6% |
| 5Y | +48.8% | +56.6% | -7.8% | +20.2% |
| 10Y | +142.8% | +153.8% | -11.0% | +60.8% |
| All | +142.3% | +773.2% | -630.9% | +24.6% |
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 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