-92.7%
IOVA vs CPAY
+1,565.5%
-1,658.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +9.7% | +2.1% | +7.7% | +8.5% |
| 30D | +102.5% | +5.5% | +97.0% | +96.2% |
| 3M | +100.7% | +16.6% | +84.1% | +82.9% |
| 6M | +106.3% | +26.7% | +79.7% | +77.4% |
| YTD | +222.0% | +38.4% | +183.6% | +157.6% |
| 1Y | +299.5% | +30.1% | +269.4% | +232.2% |
| 3Y | +42.9% | +52.6% | -9.7% | +9.7% |
| 5Y | -65.0% | +59.0% | -123.9% | -74.5% |
| 10Y | +10.3% | +148.4% | -138.1% | -43.7% |
| All | -92.7% | +1,565.5% | -1,658.2% | -97.7% |
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