+7.7%
SPGI vs IOT
+65.9%
-58.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +14.3% | +0.1% | +14.2% | +14.1% |
| 3M | +14.5% | +5.0% | +9.5% | +13.3% |
| 6M | +17.3% | +47.0% | -29.8% | +10.1% |
| YTD | -4.6% | +16.6% | -21.1% | -8.3% |
| 1Y | +0.8% | +4.8% | -4.0% | -2.0% |
| 3Y | +28.8% | +72.2% | -43.4% | +13.1% |
| All | +7.7% | +65.9% | -58.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling