+16.0%
SPGI vs IBB
+43.4%
-27.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -1.4% | -1.4% | 0.0% | -0.8% |
| 30D | +15.3% | +6.8% | +8.5% | +11.5% |
| 3M | +16.5% | +9.2% | +7.3% | +11.0% |
| 6M | +19.8% | +28.3% | -8.5% | +4.7% |
| YTD | -3.2% | +29.4% | -32.6% | -16.2% |
| 1Y | +1.8% | +33.2% | -31.4% | -13.3% |
| 3Y | +30.6% | +90.2% | -59.6% | -11.9% |
| 5Y | +16.0% | +44.0% | -28.0% | -11.3% |
| All | +16.0% | +43.4% | -27.3% | -11.3% |
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