+343.3%
SPGI vs IBN
+385.6%
-42.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.2% | +1.9% | -0.6% | +0.7% |
| 30D | +15.9% | +22.1% | -6.2% | +9.2% |
| 3M | +12.3% | +17.1% | -4.8% | +7.1% |
| 6M | +23.7% | +35.5% | -11.9% | +13.0% |
| YTD | -3.5% | +16.8% | -20.4% | -8.3% |
| 1Y | +0.4% | +12.4% | -12.0% | -3.5% |
| 3Y | +29.9% | +58.0% | -28.1% | +11.8% |
| 5Y | +15.2% | +73.7% | -58.5% | -4.2% |
| All | +343.3% | +385.6% | -42.2% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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