+21.2%
IP vs CHD
+31.2%
-10.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | -0.3% | +3.6% | -3.9% | -1.4% |
| 30D | +7.9% | +10.4% | -2.5% | +4.7% |
| 3M | -15.3% | +12.2% | -27.5% | -18.3% |
| 6M | +10.5% | +19.9% | -9.4% | +4.6% |
| YTD | -9.4% | +36.4% | -45.8% | -17.0% |
| 1Y | -4.6% | +35.1% | -39.8% | -12.4% |
| 3Y | +21.2% | +29.2% | -7.9% | +9.9% |
| All | +21.2% | +31.2% | -10.0% | +9.9% |
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