+0.8%
SPGI vs IRE
-97.7%
+98.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.5% | +12.1% | -1.6% |
| 7D | -0.8% | +11.1% | -11.9% | -0.5% |
| 30D | +14.3% | -75.2% | +89.4% | +12.9% |
| 3M | +14.5% | -86.4% | +100.9% | +12.7% |
| 6M | +17.3% | -94.8% | +112.1% | +15.4% |
| YTD | -4.6% | -93.3% | +88.7% | -6.2% |
| 1Y | +0.8% | -97.5% | +98.2% | -1.6% |
| All | +0.8% | -97.7% | +98.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling