-97.6%
IRE vs SBAC
-0.3%
-97.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.6% | -16.4% | -15.4% |
| 7D | -41.9% | +3.6% | -45.6% | -39.9% |
| 30D | -75.1% | +4.9% | -80.0% | -73.8% |
| 3M | -82.4% | +6.5% | -88.9% | -81.4% |
| 6M | -95.5% | -11.1% | -84.4% | -95.2% |
| YTD | -93.1% | +0.9% | -94.0% | -92.6% |
| 1Y | -97.8% | -1.6% | -96.2% | -97.5% |
| All | -97.6% | -0.3% | -97.3% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling