+9.5%
SPGI vs IRM
+189.3%
-179.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +8.4% | -8.1% | +16.5% | +11.1% |
| 3M | +11.8% | -9.7% | +21.5% | +14.8% |
| 6M | +5.7% | +10.0% | -4.3% | +0.5% |
| YTD | -9.7% | +43.0% | -52.7% | -22.6% |
| 1Y | -12.5% | +32.7% | -45.1% | -23.5% |
| 3Y | +21.8% | +102.7% | -80.9% | -16.6% |
| All | +9.5% | +189.3% | -179.8% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling