+13.8%
IP vs CHD
+32.9%
-19.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.8% |
| 7D | -5.0% | +5.0% | -10.0% | -6.3% |
| 30D | +6.5% | +15.3% | -8.8% | +2.1% |
| 3M | -18.0% | +7.7% | -25.8% | -19.9% |
| 6M | +10.3% | +19.8% | -9.5% | +4.7% |
| YTD | -9.9% | +34.0% | -43.9% | -16.7% |
| 1Y | -1.1% | +30.1% | -31.2% | -8.1% |
| All | +13.8% | +32.9% | -19.1% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling