+19.0%
SPGI vs IOT
+30.1%
-11.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.5% | +2.8% | -5.3% | -2.9% |
| 30D | +5.4% | -1.8% | +7.2% | +5.6% |
| 3M | +9.0% | +17.9% | -8.8% | +5.9% |
| 6M | +0.8% | +13.5% | -12.8% | -2.2% |
| YTD | -12.6% | +13.3% | -25.8% | -15.7% |
| 1Y | -16.1% | -3.3% | -12.8% | -17.9% |
| 3Y | +19.0% | +31.3% | -12.4% | +10.3% |
| All | +19.0% | +30.1% | -11.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling