+26.8%
IP vs CPAY
+210.0%
-183.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | -3.0% | +11.9% | -14.9% | -7.8% |
| 30D | +10.6% | +15.1% | -4.5% | +4.0% |
| 3M | -13.6% | +16.5% | -30.1% | -19.3% |
| 6M | +10.4% | +33.1% | -22.7% | -2.9% |
| YTD | -6.5% | +52.2% | -58.7% | -23.8% |
| 1Y | -2.1% | +65.6% | -67.7% | -23.2% |
| 3Y | +22.0% | +100.2% | -78.2% | -13.6% |
| 5Y | -9.7% | +87.6% | -97.3% | -36.0% |
| 10Y | +26.8% | +205.3% | -178.5% | -19.2% |
| All | +26.8% | +210.0% | -183.2% | -19.2% |
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