-63.0%
IOVA vs CPAY
+52.3%
-115.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | -2.2% | -2.5% | +0.3% | -0.6% |
| 30D | +31.7% | +1.3% | +30.4% | +30.2% |
| 3M | +117.3% | +13.5% | +103.8% | +98.3% |
| 6M | +55.8% | +24.7% | +31.1% | +31.9% |
| YTD | +208.8% | +34.9% | +173.8% | +138.8% |
| 1Y | +255.7% | +29.7% | +226.0% | +183.4% |
| 3Y | +41.7% | +49.4% | -7.7% | +1.7% |
| All | -63.0% | +52.3% | -115.3% | -75.3% |
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 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