-97.3%
IRE vs SBAC
-1.1%
-96.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.9% | +11.6% |
| 7D | -15.1% | -2.8% | -12.3% | -16.5% |
| 30D | -71.4% | +3.1% | -74.5% | -70.1% |
| 3M | -81.2% | +5.1% | -86.3% | -80.2% |
| 6M | -93.7% | -11.4% | -82.3% | -93.3% |
| YTD | -92.2% | +0.2% | -92.4% | -91.7% |
| 1Y | -97.3% | -3.9% | -93.3% | -96.7% |
| All | -97.3% | -1.1% | -96.3% | -97.0% |
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