+63.4%
IVZ vs CPAY
+144.7%
-81.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | +1.2% | -2.5% | +3.6% | +2.7% |
| 30D | +1.8% | +1.3% | +0.5% | +0.8% |
| 3M | +15.7% | +13.5% | +2.3% | +6.6% |
| 6M | +36.3% | +24.7% | +11.6% | +17.3% |
| YTD | +24.9% | +34.9% | -10.0% | +0.9% |
| 1Y | +48.9% | +29.7% | +19.3% | +22.5% |
| 3Y | +136.8% | +49.4% | +87.4% | +74.2% |
| 5Y | +60.0% | +53.5% | +6.5% | +13.5% |
| 10Y | +63.4% | +152.5% | -89.1% | -9.9% |
| All | +63.4% | +144.7% | -81.3% | -9.9% |
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