+9.5%
SPGI vs IBB
+22.5%
-13.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.6% |
| 30D | +8.4% | +10.5% | -2.1% | +2.9% |
| 3M | +11.8% | +23.6% | -11.8% | +0.1% |
| 6M | +5.7% | +22.6% | -16.9% | -5.4% |
| YTD | -9.7% | +25.7% | -35.4% | -20.4% |
| 1Y | -12.5% | +51.4% | -63.8% | -30.6% |
| 3Y | +21.8% | +64.4% | -42.6% | -9.7% |
| All | +9.5% | +22.5% | -13.0% | -8.8% |
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