+3,168.7%
SPGI vs IBN
+1,532.9%
+1,635.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +8.4% | -0.3% | +8.7% | +8.4% |
| 3M | +11.8% | +17.1% | -5.3% | +7.7% |
| 6M | +5.7% | +3.4% | +2.3% | +4.7% |
| YTD | -9.7% | +2.5% | -12.2% | -10.5% |
| 1Y | -12.5% | -4.2% | -8.3% | -11.9% |
| 3Y | +21.8% | +32.4% | -10.6% | +12.8% |
| 5Y | +8.2% | +59.2% | -51.0% | -4.6% |
| 10Y | +309.5% | +345.7% | -36.2% | +170.7% |
| All | +3,168.7% | +1,532.9% | +1,635.8% | +1,435.8% |
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