+14.8%
IP vs CNH
+7.0%
+7.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | -0.1% |
| 7D | -5.1% | -1.7% | -3.4% | -4.5% |
| 30D | +8.5% | -7.2% | +15.7% | +11.0% |
| 3M | -13.8% | +6.5% | -20.4% | -17.1% |
| 6M | +5.7% | +7.9% | -2.1% | +1.0% |
| YTD | -9.1% | +26.6% | -35.7% | -17.8% |
| 1Y | -0.8% | +13.8% | -14.6% | -7.5% |
| 3Y | +14.8% | +9.2% | +5.6% | +5.9% |
| All | +14.8% | +7.0% | +7.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling