+920.1%
IWF vs CPAY
+1,524.4%
-604.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +0.5% | -2.5% | +3.0% | +1.4% |
| 30D | -1.4% | +1.3% | -2.7% | -1.9% |
| 3M | +0.4% | +13.5% | -13.0% | -4.2% |
| 6M | +8.5% | +24.7% | -16.3% | -0.5% |
| YTD | +3.7% | +34.9% | -31.3% | -8.4% |
| 1Y | +8.5% | +29.7% | -21.2% | -3.4% |
| 3Y | +78.5% | +49.4% | +29.1% | +48.1% |
| 5Y | +73.6% | +53.5% | +20.2% | +40.1% |
| 10Y | +421.3% | +152.5% | +268.8% | +245.0% |
| All | +920.1% | +1,524.4% | -604.2% | +289.5% |
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