+178.9%
IP vs SCHG
+1,145.2%
-966.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | -5.3% | -0.7% | -4.6% | -4.7% |
| 30D | -10.9% | +0.2% | -11.1% | -11.0% |
| 3M | +11.2% | +2.2% | +8.9% | +9.0% |
| 6M | -10.2% | +15.0% | -25.2% | -20.3% |
| YTD | -2.0% | +9.2% | -11.2% | -9.2% |
| 1Y | -19.1% | +15.7% | -34.8% | -28.9% |
| 3Y | +20.9% | +87.3% | -66.4% | -32.1% |
| 5Y | -17.8% | +84.5% | -102.3% | -55.5% |
| 10Y | +23.5% | +448.7% | -425.2% | -82.3% |
| All | +178.9% | +1,145.2% | -966.3% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling