-93.5%
IOVA vs CPAY
+1,748.9%
-1,842.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -3.5% | +1.6% | -5.0% | -4.3% |
| 30D | -45.4% | +17.6% | -63.0% | -50.5% |
| 3M | +19.0% | +8.7% | +10.3% | +12.1% |
| 6M | +112.0% | +39.5% | +72.5% | +72.1% |
| YTD | +184.2% | +53.6% | +130.7% | +111.9% |
| 1Y | +222.0% | +63.3% | +158.7% | +130.5% |
| 3Y | +92.6% | +101.7% | -9.2% | +25.1% |
| 5Y | -63.2% | +91.4% | -154.5% | -76.0% |
| 10Y | +2.1% | +221.7% | -219.6% | -55.0% |
| All | -93.5% | +1,748.9% | -1,842.4% | -98.1% |
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