+23.7%
IP vs SCHG
+426.2%
-402.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.7% |
| 7D | 0.0% | -1.3% | +1.3% | +0.9% |
| 30D | +9.4% | -7.9% | +17.2% | +15.1% |
| 3M | -14.1% | -5.4% | -8.6% | -11.1% |
| 6M | +9.2% | -0.6% | +9.8% | +9.3% |
| YTD | -7.5% | +4.1% | -11.7% | -10.3% |
| 1Y | -2.8% | +2.8% | -5.6% | -5.0% |
| 3Y | +21.2% | +77.7% | -56.4% | -19.6% |
| 5Y | -11.5% | +71.3% | -82.8% | -41.3% |
| 10Y | +23.7% | +429.5% | -405.8% | -73.0% |
| All | +23.7% | +426.2% | -402.5% | -73.0% |
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