+9.5%
SPGI vs IR
+45.6%
-36.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.0% |
| 7D | +0.1% | -2.8% | +3.0% | +1.1% |
| 30D | +8.4% | -15.1% | +23.5% | +14.4% |
| 3M | +11.8% | +6.1% | +5.8% | +8.8% |
| 6M | +5.7% | -16.8% | +22.5% | +11.5% |
| YTD | -9.7% | -3.5% | -6.1% | -10.6% |
| 1Y | -12.5% | -3.5% | -9.0% | -13.9% |
| 3Y | +21.8% | +9.5% | +12.3% | +6.9% |
| All | +9.5% | +45.6% | -36.2% | -17.9% |
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 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