+5,109.8%
SPG vs IRM
+9,658.3%
-4,548.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | +2.7% | -5.3% | +8.0% | +4.6% |
| 30D | +16.6% | -2.3% | +18.9% | +17.1% |
| 3M | +8.1% | -7.4% | +15.5% | +10.5% |
| 6M | +19.3% | -12.2% | +31.6% | +23.9% |
| YTD | +31.1% | +38.6% | -7.6% | +12.4% |
| 1Y | +32.8% | +14.9% | +17.9% | +22.2% |
| 3Y | +135.8% | +108.2% | +27.6% | +67.9% |
| 5Y | +85.1% | +183.8% | -98.8% | +16.0% |
| 10Y | +115.9% | +512.6% | -396.7% | +3.7% |
| All | +5,109.8% | +9,658.3% | -4,548.5% | +1,697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling