+2.2%
SPGI vs ITW
+33.8%
-31.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -1.7% |
| 7D | -3.1% | -1.9% | -1.2% | -2.1% |
| 30D | +2.0% | -10.4% | +12.4% | +7.9% |
| 3M | +4.3% | +3.5% | +0.8% | +2.0% |
| 6M | -0.2% | -3.4% | +3.1% | +0.9% |
| YTD | -14.8% | +8.5% | -23.3% | -20.3% |
| 1Y | -18.5% | +3.2% | -21.8% | -21.7% |
| 3Y | +16.0% | +18.9% | -2.9% | +0.2% |
| 5Y | +2.2% | +35.0% | -32.8% | -21.0% |
| All | +2.2% | +33.8% | -31.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling