+22.9%
IP vs CNH
+162.8%
-139.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.9% | +0.4% |
| 7D | -5.3% | +23.3% | -28.6% | -13.9% |
| 30D | -10.9% | +33.5% | -44.3% | -22.1% |
| 3M | +11.2% | +32.7% | -21.5% | -2.6% |
| 6M | -10.2% | +22.2% | -32.4% | -19.2% |
| YTD | -2.0% | +57.7% | -59.7% | -21.2% |
| 1Y | -19.1% | +28.0% | -47.1% | -29.0% |
| 3Y | +20.9% | +11.5% | +9.3% | +8.3% |
| 5Y | -17.8% | +11.9% | -29.7% | -29.9% |
| All | +22.9% | +162.8% | -139.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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