+13.8%
IP vs CNH
+4.2%
+9.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -2.6% |
| 7D | -5.0% | -0.4% | -4.6% | -4.8% |
| 30D | +6.5% | -15.2% | +21.8% | +12.3% |
| 3M | -18.0% | +4.3% | -22.3% | -20.6% |
| 6M | +10.3% | +10.1% | +0.3% | +4.6% |
| YTD | -9.9% | +23.2% | -33.1% | -17.8% |
| 1Y | -1.1% | +8.5% | -9.5% | -6.3% |
| All | +13.8% | +4.2% | +9.7% | +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