+13,399.1%
SPGI vs IFF
+848.0%
+12,551.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +5.4% | -0.3% | +5.7% | +5.5% |
| 3M | +9.0% | +18.6% | -9.5% | +1.8% |
| 6M | +0.8% | +17.4% | -16.6% | -6.8% |
| YTD | -12.6% | +28.5% | -41.0% | -22.3% |
| 1Y | -16.1% | +32.5% | -48.7% | -26.7% |
| 3Y | +19.0% | +34.1% | -15.1% | +1.2% |
| 5Y | +5.1% | -35.2% | +40.2% | +14.5% |
| 10Y | +295.5% | -21.1% | +316.5% | +277.3% |
| All | +13,399.1% | +848.0% | +12,551.2% | +5,362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling