+343.3%
SPGI vs IRM
+520.0%
-176.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.2% | +6.8% | -5.5% | -0.9% |
| 30D | +15.9% | +2.6% | +13.3% | +14.6% |
| 3M | +12.3% | -9.5% | +21.8% | +15.2% |
| 6M | +23.7% | -8.5% | +32.2% | +25.7% |
| YTD | -3.5% | +40.3% | -43.8% | -16.6% |
| 1Y | +0.4% | +28.7% | -28.3% | -10.6% |
| 3Y | +29.9% | +111.8% | -81.9% | -7.3% |
| 5Y | +15.2% | +189.1% | -173.9% | -27.3% |
| All | +343.3% | +520.0% | -176.7% | +105.6% |
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