-97.7%
IRE vs SBAC
+2.4%
-100.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.8% | -29.1% | -19.3% |
| 7D | -46.8% | +5.8% | -52.6% | -44.1% |
| 30D | -75.5% | +20.8% | -96.3% | -72.1% |
| 3M | -79.4% | +4.8% | -84.2% | -78.4% |
| 6M | -91.3% | -9.1% | -82.1% | -90.5% |
| YTD | -90.8% | +3.1% | -93.9% | -90.3% |
| 1Y | -97.7% | +2.2% | -99.9% | -97.6% |
| All | -97.7% | +2.4% | -100.1% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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