+3,347.8%
SPGI vs IBN
+1,726.4%
+1,621.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -2.0% |
| 7D | +0.3% | +15.1% | -14.8% | -3.0% |
| 30D | +18.4% | +21.6% | -3.3% | +13.0% |
| 3M | +15.7% | +11.2% | +4.5% | +12.7% |
| 6M | +17.3% | +27.8% | -10.5% | +10.6% |
| YTD | -4.7% | +14.7% | -19.4% | -8.1% |
| 1Y | +1.8% | +14.4% | -12.6% | -1.7% |
| 3Y | +31.7% | +52.1% | -20.4% | +18.0% |
| 5Y | +12.1% | +70.7% | -58.6% | -2.7% |
| 10Y | +341.9% | +385.5% | -43.6% | +186.8% |
| All | +3,347.8% | +1,726.4% | +1,621.4% | +1,477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling