+109.0%
SPG vs IRM
+520.0%
-411.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.2% |
| 7D | +2.0% | +6.8% | -4.8% | -1.9% |
| 30D | +17.2% | +2.6% | +14.6% | +14.5% |
| 3M | +6.3% | -9.5% | +15.8% | +11.2% |
| 6M | +18.7% | -8.5% | +27.2% | +22.2% |
| YTD | +30.1% | +40.3% | -10.2% | +0.1% |
| 1Y | +32.8% | +28.7% | +4.1% | +7.5% |
| 3Y | +133.6% | +111.8% | +21.8% | +24.5% |
| 5Y | +84.4% | +189.1% | -104.7% | -24.4% |
| All | +109.0% | +520.0% | -411.0% | -51.4% |
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