+19.8%
SPGI vs IRM
-12.2%
+32.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -1.4% | -5.3% | +3.9% | -1.5% |
| 30D | +15.3% | -2.3% | +17.6% | +15.3% |
| 3M | +16.5% | -7.4% | +23.9% | +14.8% |
| 6M | +19.8% | -12.2% | +32.1% | +18.0% |
| All | +19.8% | -12.2% | +32.1% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling