+22.9%
IP vs CHD
+123.7%
-100.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -2.7% | -2.6% | -4.5% |
| 30D | -10.9% | -4.6% | -6.2% | -9.6% |
| 3M | +11.2% | +5.0% | +6.1% | +9.5% |
| 6M | -10.2% | -3.2% | -7.0% | -9.6% |
| YTD | -2.0% | +18.6% | -20.6% | -6.8% |
| 1Y | -19.1% | +4.8% | -23.9% | -20.5% |
| 3Y | +20.9% | +6.1% | +14.7% | +16.9% |
| 5Y | -17.8% | +24.0% | -41.8% | -25.4% |
| All | +22.9% | +123.7% | -100.8% | -7.6% |
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