+17.6%
IP vs CHD
+196.1%
-178.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | -0.3% | +3.6% | -3.9% | -1.3% |
| 30D | +7.9% | +10.4% | -2.5% | +4.8% |
| 3M | -15.3% | +12.2% | -27.5% | -18.2% |
| 6M | +10.5% | +19.9% | -9.4% | +4.7% |
| YTD | -9.4% | +36.4% | -45.8% | -17.3% |
| 1Y | -4.6% | +35.1% | -39.8% | -12.8% |
| 3Y | +21.2% | +29.2% | -7.9% | +10.8% |
| 5Y | -13.3% | +33.4% | -46.7% | -23.0% |
| All | +17.6% | +196.1% | -178.5% | -18.0% |
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