-97.2%
IRE vs SBAC
-0.9%
-96.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.2% |
| 7D | -15.5% | +3.0% | -18.5% | -13.0% |
| 30D | -70.4% | +4.3% | -74.7% | -69.0% |
| 3M | -81.6% | +4.1% | -85.8% | -80.9% |
| 6M | -94.7% | -11.6% | -83.1% | -94.3% |
| YTD | -91.8% | +0.4% | -92.1% | -91.2% |
| 1Y | -97.6% | -1.1% | -96.5% | -97.3% |
| All | -97.2% | -0.9% | -96.3% | -96.9% |
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