+300.1%
SPGI vs IR
+332.9%
-32.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.4% | +1.1% | -2.4% | -1.8% |
| 30D | +15.3% | +7.6% | +7.7% | +12.3% |
| 3M | +16.5% | +0.1% | +16.4% | +16.0% |
| 6M | +19.8% | +14.0% | +5.9% | +13.7% |
| YTD | -3.2% | +7.5% | -10.7% | -7.5% |
| 1Y | +1.8% | +10.1% | -8.3% | -3.7% |
| 3Y | +30.6% | +24.9% | +5.7% | +14.7% |
| 5Y | +16.0% | +46.9% | -30.8% | -5.4% |
| All | +300.1% | +332.9% | -32.8% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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