+191.8%
IRM vs CPAY
+53.2%
+138.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -1.8% | -2.7% | +0.9% | -0.9% |
| 30D | -7.8% | +0.6% | -8.3% | -8.1% |
| 3M | -7.9% | +17.0% | -24.9% | -13.2% |
| 6M | +6.3% | +24.1% | -17.8% | -2.5% |
| YTD | +38.2% | +35.7% | +2.4% | +21.2% |
| 1Y | +19.8% | +34.0% | -14.2% | +5.1% |
| 3Y | +98.8% | +50.3% | +48.5% | +62.2% |
| 5Y | +191.8% | +56.7% | +135.1% | +115.4% |
| All | +191.8% | +53.2% | +138.6% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling