+21.2%
IP vs CPAY
+142.6%
-121.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | -11.2% | +3.6% | -14.8% | -12.7% |
| 3M | +12.3% | +16.6% | -4.3% | +4.9% |
| 6M | -5.2% | +29.5% | -34.7% | -15.9% |
| YTD | -4.0% | +35.3% | -39.2% | -17.4% |
| 1Y | -19.2% | +30.6% | -49.9% | -29.5% |
| 3Y | +20.3% | +49.7% | -29.4% | -3.0% |
| 5Y | -17.5% | +54.4% | -71.9% | -36.2% |
| 10Y | +21.2% | +142.8% | -121.7% | -18.8% |
| All | +21.2% | +142.6% | -121.4% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling