+14,754.4%
SPGI vs IP
+327.4%
+14,427.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.0% | -0.7% |
| 7D | +2.6% | -5.0% | +7.5% | +4.2% |
| 30D | +19.3% | +6.5% | +12.7% | +16.8% |
| 3M | +15.5% | -18.0% | +33.5% | +22.6% |
| 6M | +18.3% | +10.3% | +8.0% | +13.1% |
| YTD | -3.8% | -9.9% | +6.1% | -3.6% |
| 1Y | +1.3% | -1.1% | +2.4% | -1.7% |
| 3Y | +33.6% | +13.0% | +20.6% | +18.2% |
| 5Y | +13.2% | -12.3% | +25.4% | +7.3% |
| 10Y | +346.3% | +26.8% | +319.5% | +254.2% |
| All | +14,754.4% | +327.4% | +14,427.0% | +7,084.5% |
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