+273.5%
SPGI vs IR
+288.5%
-15.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.0% |
| 7D | +0.1% | -2.8% | +3.0% | +1.0% |
| 30D | +8.4% | -15.1% | +23.5% | +14.3% |
| 3M | +11.8% | +6.1% | +5.8% | +9.0% |
| 6M | +5.7% | -16.8% | +22.5% | +11.1% |
| YTD | -9.7% | -3.5% | -6.1% | -10.3% |
| 1Y | -12.5% | -3.5% | -9.0% | -13.5% |
| 3Y | +21.8% | +9.5% | +12.3% | +12.0% |
| 5Y | +8.2% | +45.1% | -36.9% | -11.2% |
| All | +273.5% | +288.5% | -15.1% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling