-1.3%
SPGI vs IOT
+61.2%
-62.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 6M | +0.8% | +13.5% | -12.8% | -2.0% |
| YTD | -12.6% | +13.3% | -25.8% | -15.4% |
| 1Y | -16.1% | -3.3% | -12.8% | -17.5% |
| 3Y | +19.0% | +31.3% | -12.4% | +8.4% |
| All | -1.3% | +61.2% | -62.6% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling