+7,677.4%
SPGI vs IRM
+9,658.3%
-1,980.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -1.4% | -5.3% | +3.9% | 0.0% |
| 30D | +15.3% | -2.3% | +17.6% | +15.7% |
| 3M | +16.5% | -7.4% | +23.9% | +18.5% |
| 6M | +19.8% | -12.2% | +32.1% | +23.1% |
| YTD | -3.2% | +38.6% | -41.9% | -14.1% |
| 1Y | +1.8% | +14.9% | -13.1% | -4.7% |
| 3Y | +30.6% | +108.2% | -77.6% | +0.1% |
| 5Y | +16.0% | +183.8% | -167.8% | -19.5% |
| 10Y | +338.6% | +512.6% | -174.0% | +132.9% |
| All | +7,677.4% | +9,658.3% | -1,980.9% | +2,628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling