+11.7%
SPGI vs IR
+44.3%
-32.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +0.3% | +3.7% | -3.4% | -1.0% |
| 30D | +18.4% | +7.4% | +10.9% | +15.4% |
| 3M | +15.7% | -5.9% | +21.6% | +17.7% |
| 6M | +17.3% | +5.6% | +11.7% | +14.1% |
| YTD | -4.7% | +4.8% | -9.6% | -8.5% |
| 1Y | +1.8% | +6.9% | -5.1% | -3.2% |
| 3Y | +31.7% | +27.6% | +4.1% | +8.3% |
| All | +11.7% | +44.3% | -32.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling