-12.4%
IP vs CHD
+30.9%
-43.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -5.1% | +2.0% | -7.0% | -5.6% |
| 30D | +8.5% | +13.0% | -4.5% | +4.9% |
| 3M | -13.8% | +6.1% | -19.9% | -15.3% |
| 6M | +5.7% | +15.9% | -10.1% | +1.5% |
| YTD | -9.1% | +31.6% | -40.7% | -15.4% |
| 1Y | -0.8% | +28.5% | -29.3% | -7.2% |
| 3Y | +14.8% | +30.5% | -15.7% | +5.5% |
| All | -12.4% | +30.9% | -43.3% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling