+26.5%
IP vs CHD
+182.8%
-156.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -5.1% | +2.0% | -7.0% | -5.6% |
| 30D | +8.5% | +13.0% | -4.5% | +4.7% |
| 3M | -13.8% | +6.1% | -19.9% | -15.4% |
| 6M | +5.7% | +15.9% | -10.1% | +1.2% |
| YTD | -9.1% | +31.6% | -40.7% | -16.1% |
| 1Y | -0.8% | +28.5% | -29.3% | -7.9% |
| 3Y | +14.8% | +30.5% | -15.7% | +4.7% |
| 5Y | -11.5% | +30.7% | -42.2% | -20.9% |
| All | +26.5% | +182.8% | -156.3% | -8.8% |
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