-60.4%
IOVA vs CPAY
+89.5%
-149.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | -3.5% | +1.6% | -5.0% | -4.4% |
| 30D | -45.4% | +17.6% | -63.0% | -51.2% |
| 3M | +19.0% | +8.7% | +10.3% | +11.2% |
| 6M | +112.0% | +39.5% | +72.5% | +66.1% |
| YTD | +184.2% | +53.6% | +130.7% | +99.1% |
| 1Y | +222.0% | +63.3% | +158.7% | +113.4% |
| 3Y | +92.6% | +101.7% | -9.2% | +11.5% |
| All | -60.4% | +89.5% | -149.9% | -76.9% |
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