+295.5%
SPGI vs IRM
+407.3%
-111.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -2.5% | +1.6% | -4.1% | -3.0% |
| 30D | +5.4% | -4.2% | +9.6% | +6.7% |
| 3M | +9.0% | -5.4% | +14.4% | +10.3% |
| 6M | +0.8% | +12.0% | -11.3% | -4.5% |
| YTD | -12.6% | +42.0% | -54.6% | -24.3% |
| 1Y | -16.1% | +29.9% | -46.0% | -25.5% |
| 3Y | +19.0% | +104.4% | -85.4% | -13.4% |
| 5Y | +5.1% | +191.0% | -186.0% | -33.5% |
| 10Y | +295.5% | +417.1% | -121.7% | +96.9% |
| All | +295.5% | +407.3% | -111.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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