+168.5%
IP vs CPAY
+1,720.6%
-1,552.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | -5.1% | +13.5% | -18.6% | -10.0% |
| 30D | +8.5% | +13.1% | -4.6% | +3.0% |
| 3M | -13.8% | +14.3% | -28.1% | -18.7% |
| 6M | +5.7% | +49.0% | -43.3% | -11.0% |
| YTD | -9.1% | +51.3% | -60.4% | -25.0% |
| 1Y | -0.8% | +63.7% | -64.5% | -20.8% |
| 3Y | +14.8% | +95.0% | -80.2% | -16.1% |
| 5Y | -11.5% | +86.0% | -97.5% | -35.6% |
| 10Y | +27.9% | +203.3% | -175.4% | -24.8% |
| All | +168.5% | +1,720.6% | -1,552.1% | -27.1% |
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