+3,372.0%
SPGI vs IBN
+1,756.6%
+1,615.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.3% |
| 7D | -0.9% | +14.6% | -15.5% | -4.0% |
| 30D | +15.5% | +23.5% | -8.0% | +9.9% |
| 3M | +15.7% | +14.0% | +1.7% | +12.1% |
| 6M | +19.1% | +31.1% | -12.1% | +11.6% |
| YTD | -4.1% | +16.6% | -20.6% | -7.8% |
| 1Y | +1.2% | +14.9% | -13.7% | -2.4% |
| 3Y | +31.6% | +56.9% | -25.3% | +17.1% |
| 5Y | +12.4% | +69.7% | -57.2% | -2.2% |
| 10Y | +334.3% | +365.4% | -31.1% | +184.7% |
| All | +3,372.0% | +1,756.6% | +1,615.5% | +1,482.2% |
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