+63.7%
SPG vs IRM
+418.7%
-355.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -1.7% | +3.0% | -4.7% | -3.4% |
| 30D | -6.3% | -5.2% | -1.1% | -3.5% |
| 3M | -2.4% | -8.0% | +5.6% | +1.5% |
| 6M | +9.6% | +9.2% | +0.5% | +1.4% |
| YTD | +14.2% | +41.0% | -26.8% | -11.3% |
| 1Y | +19.3% | +23.3% | -4.0% | -0.2% |
| 3Y | +106.7% | +102.8% | +3.9% | +15.4% |
| 5Y | +104.2% | +192.8% | -88.6% | -15.5% |
| 10Y | +63.7% | +439.6% | -376.0% | -58.8% |
| All | +63.7% | +418.7% | -355.0% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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