-4.6%
IP vs SCHG
+4.3%
-9.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.9% |
| 7D | -0.3% | +2.7% | -3.0% | -2.0% |
| 30D | +7.9% | -5.2% | +13.1% | +11.4% |
| 3M | -15.3% | -5.2% | -10.2% | -12.7% |
| 6M | +10.5% | -0.6% | +11.1% | +10.0% |
| YTD | -9.4% | +4.7% | -14.1% | -14.8% |
| 1Y | -4.6% | +6.0% | -10.7% | -10.9% |
| All | -4.6% | +4.3% | -9.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling