+13.7%
SPGI vs IFF
-39.2%
+52.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +1.2% | -1.8% | +3.0% | +1.7% |
| 30D | +15.9% | -9.4% | +25.3% | +18.8% |
| 3M | +12.3% | -3.0% | +15.3% | +13.0% |
| 6M | +23.7% | +5.8% | +17.9% | +21.2% |
| YTD | -3.5% | +22.4% | -25.9% | -10.6% |
| 1Y | +0.4% | +23.0% | -22.6% | -7.2% |
| 3Y | +29.9% | +21.8% | +8.1% | +18.0% |
| All | +13.7% | -39.2% | +52.9% | +31.1% |
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