+198.1%
IWD vs CPAY
+155.2%
+42.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.1% |
| 30D | -0.8% | -0.4% | -0.5% | -0.8% |
| 3M | +6.9% | +16.4% | -9.4% | +1.2% |
| 6M | +18.3% | +23.5% | -5.2% | +8.9% |
| YTD | +22.4% | +35.7% | -13.3% | +7.9% |
| 1Y | +27.4% | +30.2% | -2.8% | +13.5% |
| 3Y | +71.2% | +49.7% | +21.4% | +40.9% |
| 5Y | +75.7% | +56.6% | +19.2% | +38.6% |
| All | +198.1% | +155.2% | +42.9% | +103.7% |
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