-16.1%
IP vs SCHG
+84.4%
-100.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | -5.3% | -0.7% | -4.6% | -4.9% |
| 30D | -10.9% | +0.2% | -11.1% | -11.0% |
| 3M | +11.2% | +2.2% | +8.9% | +9.9% |
| 6M | -10.2% | +15.0% | -25.2% | -16.2% |
| YTD | -2.0% | +9.2% | -11.2% | -6.3% |
| 1Y | -19.1% | +15.7% | -34.8% | -24.8% |
| 3Y | +20.9% | +87.3% | -66.4% | -11.1% |
| All | -16.1% | +84.4% | -100.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling