+11.7%
SPGI vs IBB
+37.5%
-25.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | +18.4% | +5.1% | +13.3% | +15.4% |
| 3M | +15.7% | +10.7% | +5.0% | +9.4% |
| 6M | +17.3% | +22.9% | -5.6% | +4.7% |
| YTD | -4.7% | +26.7% | -31.4% | -16.7% |
| 1Y | +1.8% | +35.1% | -33.3% | -14.2% |
| 3Y | +31.7% | +80.2% | -48.5% | -8.4% |
| All | +11.7% | +37.5% | -25.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling