+298.8%
SPGI vs IR
+332.9%
-34.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +2.5% | -1.3% | +0.4% |
| 30D | +15.9% | +9.2% | +6.8% | +12.4% |
| 3M | +12.3% | +0.9% | +11.3% | +11.5% |
| 6M | +23.7% | +19.2% | +4.5% | +15.6% |
| YTD | -3.5% | +7.5% | -11.0% | -7.8% |
| 1Y | +0.4% | +11.7% | -11.3% | -5.5% |
| 3Y | +29.9% | +23.9% | +6.0% | +14.4% |
| 5Y | +15.2% | +46.4% | -31.2% | -5.9% |
| All | +298.8% | +332.9% | -34.1% | +136.9% |
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