+2,360.3%
SPGI vs IBB
+554.8%
+1,805.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | +0.7% |
| 7D | +2.6% | -3.6% | +6.2% | +4.4% |
| 30D | +19.3% | +3.4% | +15.9% | +17.0% |
| 3M | +15.5% | +9.5% | +6.0% | +9.5% |
| 6M | +18.3% | +23.3% | -5.0% | +4.9% |
| YTD | -3.8% | +24.5% | -28.3% | -15.5% |
| 1Y | +1.3% | +32.9% | -31.6% | -14.1% |
| 3Y | +33.6% | +76.6% | -43.0% | -4.0% |
| 5Y | +13.2% | +35.5% | -22.3% | -7.2% |
| 10Y | +346.3% | +156.7% | +189.6% | +156.3% |
| All | +2,360.3% | +554.8% | +1,805.5% | +600.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling