+80.4%
IBM vs SPGI
+32.5%
+47.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -5.0% | +0.3% | -5.2% | -5.1% |
| 30D | +11.1% | +18.4% | -7.3% | +3.1% |
| 3M | +5.7% | +15.7% | -10.0% | -1.3% |
| 6M | +10.1% | +17.3% | -7.2% | +1.5% |
| YTD | -15.6% | -4.7% | -10.9% | -14.9% |
| 1Y | -19.5% | +1.8% | -21.3% | -21.0% |
| 3Y | +80.4% | +31.7% | +48.7% | +53.9% |
| All | +80.4% | +32.5% | +47.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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