+14.8%
IP vs SCHG
+79.1%
-64.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -5.1% | -3.4% | -1.6% | -3.3% |
| 30D | +8.5% | -10.1% | +18.6% | +14.6% |
| 3M | -13.8% | -6.3% | -7.5% | -11.0% |
| 6M | +5.7% | -1.8% | +7.5% | +6.5% |
| YTD | -9.1% | +1.9% | -11.0% | -10.5% |
| 1Y | -0.8% | +2.6% | -3.4% | -2.7% |
| 3Y | +14.8% | +78.4% | -63.6% | -1.6% |
| All | +14.8% | +79.1% | -64.3% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling