+338.6%
SPGI vs IBB
+133.2%
+205.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | -1.4% | -1.4% | 0.0% | -0.7% |
| 30D | +15.3% | +6.8% | +8.5% | +10.9% |
| 3M | +16.5% | +9.2% | +7.3% | +10.2% |
| 6M | +19.8% | +28.3% | -8.5% | +2.9% |
| YTD | -3.2% | +29.4% | -32.6% | -17.7% |
| 1Y | +1.8% | +33.2% | -31.4% | -15.0% |
| 3Y | +30.6% | +90.2% | -59.6% | -13.7% |
| 5Y | +16.0% | +44.0% | -28.0% | -10.1% |
| 10Y | +338.6% | +133.1% | +205.5% | +150.1% |
| All | +338.6% | +133.2% | +205.4% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling