+3.1%
SPGI vs IRE
-97.2%
+100.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -0.5% |
| 7D | +0.3% | -27.2% | +27.4% | +0.2% |
| 30D | +18.4% | -75.1% | +93.5% | +17.4% |
| 3M | +15.7% | -77.9% | +93.6% | +14.8% |
| 6M | +17.3% | -94.6% | +111.9% | +16.5% |
| YTD | -4.7% | -91.5% | +86.8% | -6.4% |
| 1Y | +1.8% | -97.8% | +99.6% | +2.0% |
| All | +3.1% | -97.2% | +100.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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