+295.5%
SPGI vs IBN
+312.4%
-16.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.5% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | +5.4% | -2.3% | +7.7% | +6.1% |
| 3M | +9.0% | +15.9% | -6.8% | +4.5% |
| 6M | +0.8% | +5.6% | -4.8% | -1.0% |
| YTD | -12.6% | -0.1% | -12.5% | -12.9% |
| 1Y | -16.1% | -6.5% | -9.6% | -14.9% |
| 3Y | +19.0% | +29.3% | -10.3% | +8.9% |
| 5Y | +5.1% | +56.6% | -51.5% | -9.6% |
| 10Y | +295.5% | +314.4% | -18.9% | +169.0% |
| All | +295.5% | +312.4% | -16.9% | +169.0% |
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