+308.3%
SPGI vs IP
+23.2%
+285.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | +0.1% | -5.3% | +5.4% | +1.6% |
| 30D | +8.4% | -10.9% | +19.3% | +11.7% |
| 3M | +11.8% | +11.2% | +0.7% | +7.6% |
| 6M | +5.7% | -10.2% | +15.9% | +7.3% |
| YTD | -9.7% | -2.0% | -7.7% | -11.4% |
| 1Y | -12.5% | -19.1% | +6.6% | -9.5% |
| 3Y | +21.8% | +20.9% | +1.0% | +4.9% |
| 5Y | +8.2% | -17.8% | +26.0% | +5.9% |
| All | +308.3% | +23.2% | +285.1% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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