+134.4%
IVZ vs CPAY
+1,738.6%
-1,604.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +2.2% | +13.1% | -10.9% | -5.3% |
| 30D | -2.2% | +15.5% | -17.7% | -10.6% |
| 3M | -8.4% | +14.7% | -23.1% | -16.1% |
| 6M | +6.2% | +33.6% | -27.5% | -11.6% |
| YTD | +12.4% | +52.7% | -40.3% | -15.6% |
| 1Y | +26.0% | +63.5% | -37.5% | -9.3% |
| 3Y | +147.9% | +98.8% | +49.1% | +54.8% |
| 5Y | +38.8% | +88.6% | -49.8% | -11.1% |
| 10Y | +44.6% | +213.8% | -169.2% | -32.1% |
| All | +134.4% | +1,738.6% | -1,604.2% | -60.5% |
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