+2.5%
SPGI vs IFF
-36.1%
+38.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -2.1% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | +2.0% | -0.9% | +3.0% | +2.3% |
| 3M | +4.3% | +11.8% | -7.5% | +1.0% |
| 6M | -0.2% | +16.5% | -16.8% | -5.3% |
| YTD | -14.8% | +26.5% | -41.3% | -21.5% |
| 1Y | -18.5% | +32.7% | -51.2% | -26.2% |
| 3Y | +16.0% | +32.0% | -16.1% | +3.0% |
| All | +2.5% | -36.1% | +38.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling