-97.1%
IRE vs SBAC
-2.9%
-94.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.5% | -15.9% | -13.2% |
| 7D | -31.8% | +0.6% | -32.5% | -31.4% |
| 30D | -71.8% | +5.5% | -77.2% | -69.9% |
| 3M | -88.9% | +3.1% | -92.0% | -88.4% |
| 6M | -95.4% | -7.0% | -88.3% | -95.1% |
| YTD | -94.2% | +0.5% | -94.7% | -94.1% |
| 1Y | -97.1% | +0.2% | -97.3% | -97.0% |
| All | -97.1% | -2.9% | -94.2% | -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 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