+13,845.6%
SPGI vs IP
+364.8%
+13,480.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.3% |
| 7D | +0.1% | -5.3% | +5.4% | +1.8% |
| 30D | +8.4% | -10.9% | +19.3% | +12.2% |
| 3M | +11.8% | +11.2% | +0.7% | +6.9% |
| 6M | +5.7% | -10.2% | +15.9% | +7.2% |
| YTD | -9.7% | -2.0% | -7.7% | -11.7% |
| 1Y | -12.5% | -19.1% | +6.6% | -9.7% |
| 3Y | +21.8% | +20.9% | +1.0% | +5.6% |
| 5Y | +8.2% | -17.8% | +26.0% | +5.0% |
| 10Y | +309.5% | +23.5% | +286.0% | +228.5% |
| All | +13,845.6% | +364.8% | +13,480.8% | +6,477.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling