+434.2%
IRM vs CPAY
+155.2%
+279.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.4% | -2.0% | +0.5% | -0.8% |
| 30D | -7.4% | -0.4% | -7.0% | -7.4% |
| 3M | -7.4% | +16.4% | -23.7% | -12.3% |
| 6M | +8.7% | +23.5% | -14.9% | +0.3% |
| YTD | +40.9% | +35.7% | +5.3% | +24.8% |
| 1Y | +20.5% | +30.2% | -9.7% | +7.8% |
| 3Y | +101.7% | +49.7% | +52.0% | +68.7% |
| 5Y | +197.7% | +56.6% | +141.1% | +139.1% |
| All | +434.2% | +155.2% | +279.0% | +260.8% |
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