+1.9%
SPGI vs IOT
+61.4%
-59.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.1% |
| 7D | +0.1% | -2.3% | +2.5% | +0.4% |
| 30D | +8.4% | +3.8% | +4.6% | +7.7% |
| 3M | +11.8% | +14.2% | -2.3% | +9.3% |
| 6M | +5.7% | +40.1% | -34.4% | -0.3% |
| YTD | -9.7% | +13.4% | -23.1% | -12.6% |
| 1Y | -12.5% | +12.2% | -24.6% | -15.8% |
| 3Y | +21.8% | +30.0% | -8.2% | +11.2% |
| All | +1.9% | +61.4% | -59.5% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling