+35.6%
SPGI vs IP
+17.6%
+18.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | +7.2% | +3.4% | +3.8% | +6.8% |
| 30D | +23.2% | +11.2% | +12.0% | +21.9% |
| 3M | +17.0% | -14.8% | +31.8% | +18.6% |
| 6M | +20.4% | +17.3% | +3.1% | +18.3% |
| YTD | -1.9% | -6.2% | +4.3% | -2.2% |
| 1Y | +2.9% | +2.3% | +0.6% | +1.5% |
| All | +35.6% | +17.6% | +18.0% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling