+814.2%
IGV vs CPAY
+1,528.2%
-714.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.9% |
| 7D | -3.3% | +0.6% | -3.9% | -3.6% |
| 30D | 0.0% | +3.6% | -3.6% | -1.5% |
| 3M | +7.3% | +16.6% | -9.3% | +0.6% |
| 6M | +16.7% | +29.5% | -12.7% | +4.4% |
| YTD | -2.8% | +35.3% | -38.1% | -15.6% |
| 1Y | -6.7% | +30.6% | -37.3% | -18.2% |
| 3Y | +41.1% | +49.7% | -8.6% | +14.5% |
| 5Y | +22.0% | +54.4% | -32.4% | -3.9% |
| 10Y | +357.9% | +142.8% | +215.1% | +187.1% |
| All | +814.2% | +1,528.2% | -714.0% | +184.3% |
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