+1.7%
SPGI vs IRM
+10.0%
-8.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.7% |
| 7D | -0.9% | -3.8% | +2.9% | -0.8% |
| 30D | +15.5% | -3.2% | +18.7% | +15.6% |
| 3M | +15.7% | -7.8% | +23.5% | +15.4% |
| 6M | +19.1% | -12.7% | +31.8% | +18.8% |
| YTD | -4.1% | +36.7% | -40.8% | -6.3% |
| All | +1.7% | +10.0% | -8.3% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling