+124.9%
CHD vs IBN
+316.4%
-191.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -4.7% | -5.5% | +0.8% | -4.3% |
| 30D | -8.3% | -3.4% | -4.9% | -8.1% |
| 3M | -4.0% | +8.7% | -12.7% | -4.7% |
| 6M | -6.5% | +3.7% | -10.2% | -6.9% |
| YTD | +13.1% | -2.4% | +15.5% | +13.1% |
| 1Y | +2.3% | -8.1% | +10.4% | +2.8% |
| 3Y | +1.8% | +26.3% | -24.5% | -0.4% |
| 5Y | +20.6% | +54.9% | -34.4% | +15.8% |
| All | +124.9% | +316.4% | -191.5% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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