+14,791.5%
SPGI vs IFF
+802.8%
+13,988.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +1.2% | -1.8% | +3.0% | +1.9% |
| 30D | +15.9% | -9.4% | +25.3% | +20.0% |
| 3M | +12.3% | -3.0% | +15.3% | +13.2% |
| 6M | +23.7% | +5.8% | +17.9% | +20.1% |
| YTD | -3.5% | +22.4% | -25.9% | -13.0% |
| 1Y | +0.4% | +23.0% | -22.6% | -9.7% |
| 3Y | +29.9% | +21.8% | +8.1% | +14.6% |
| 5Y | +15.2% | -39.2% | +54.4% | +28.7% |
| 10Y | +337.2% | -12.4% | +349.6% | +299.1% |
| All | +14,791.5% | +802.8% | +13,988.6% | +6,018.7% |
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