+334.3%
SPGI vs IRM
+480.4%
-146.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.6% |
| 7D | -0.9% | -3.8% | +2.9% | +0.1% |
| 30D | +15.5% | -3.2% | +18.7% | +16.3% |
| 3M | +15.7% | -7.8% | +23.5% | +17.9% |
| 6M | +19.1% | -12.7% | +31.8% | +22.9% |
| YTD | -4.1% | +36.7% | -40.8% | -16.3% |
| 1Y | +1.2% | +10.0% | -8.8% | -4.9% |
| 3Y | +31.6% | +107.2% | -75.6% | -5.4% |
| 5Y | +12.4% | +181.6% | -169.1% | -28.3% |
| 10Y | +334.3% | +481.1% | -146.9% | +105.9% |
| All | +334.3% | +480.4% | -146.2% | +105.9% |
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