+17.6%
IP vs SCHG
+432.0%
-414.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | -0.3% | +2.7% | -3.0% | -2.1% |
| 30D | +7.9% | -5.2% | +13.1% | +11.5% |
| 3M | -15.3% | -5.2% | -10.2% | -12.6% |
| 6M | +10.5% | -0.6% | +11.1% | +10.6% |
| YTD | -9.4% | +4.7% | -14.1% | -12.5% |
| 1Y | -4.6% | +6.0% | -10.7% | -8.7% |
| 3Y | +21.2% | +78.9% | -57.7% | -20.0% |
| 5Y | -13.3% | +69.9% | -83.2% | -42.1% |
| All | +17.6% | +432.0% | -414.4% | -75.2% |
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