+19.9%
CHD vs IBN
+58.3%
-38.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +0.1% |
| 7D | -4.5% | -3.0% | -1.5% | -4.2% |
| 30D | -6.7% | -1.5% | -5.2% | -6.6% |
| 3M | -2.7% | +7.9% | -10.6% | -3.3% |
| 6M | -4.9% | +8.6% | -13.6% | -5.6% |
| YTD | +13.3% | -0.6% | +13.9% | +13.2% |
| 1Y | +1.0% | -7.3% | +8.3% | +1.4% |
| 3Y | +1.3% | +26.2% | -24.9% | -0.5% |
| All | +19.9% | +58.3% | -38.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling