+18.3%
IP vs SCHG
+443.8%
-425.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.6% |
| 7D | -4.6% | -0.9% | -3.7% | -4.0% |
| 30D | -15.3% | -2.3% | -13.0% | -14.0% |
| 3M | +2.7% | +4.5% | -1.8% | -0.3% |
| 6M | -7.4% | +13.6% | -20.9% | -14.8% |
| YTD | -8.8% | +7.6% | -16.4% | -13.3% |
| 1Y | -22.4% | +13.0% | -35.5% | -28.7% |
| 3Y | +14.2% | +87.0% | -72.8% | -26.8% |
| 5Y | -21.8% | +82.9% | -104.7% | -50.7% |
| 10Y | +18.3% | +453.6% | -435.3% | -75.1% |
| All | +18.3% | +443.8% | -425.5% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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