+29.9%
SPGI vs IRM
+112.1%
-82.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.2% | +6.8% | -5.5% | 0.0% |
| 30D | +15.9% | +2.6% | +13.3% | +15.2% |
| 3M | +12.3% | -9.5% | +21.8% | +14.0% |
| 6M | +23.7% | -8.5% | +32.2% | +24.9% |
| YTD | -3.5% | +40.3% | -43.8% | -13.6% |
| 1Y | +0.4% | +28.7% | -28.3% | -8.0% |
| 3Y | +29.9% | +111.8% | -81.9% | -6.8% |
| All | +29.9% | +112.1% | -82.2% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling