+26.8%
IP vs CHD
+181.4%
-154.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.4% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | +10.6% | +13.5% | -2.8% | +6.6% |
| 3M | -13.6% | +8.1% | -21.7% | -15.6% |
| 6M | +10.4% | +19.9% | -9.5% | +4.6% |
| YTD | -6.5% | +34.0% | -40.5% | -14.2% |
| 1Y | -2.1% | +29.8% | -31.9% | -9.4% |
| 3Y | +22.0% | +28.7% | -6.7% | +11.7% |
| 5Y | -9.7% | +31.8% | -41.5% | -19.5% |
| 10Y | +26.8% | +178.2% | -151.4% | -9.2% |
| All | +26.8% | +181.4% | -154.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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