-97.1%
IRE vs SBAC
-1.4%
-95.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.9% | +41.5% | +38.4% |
| 7D | -27.2% | +1.2% | -28.4% | -25.8% |
| 30D | -75.1% | +11.2% | -86.3% | -73.2% |
| 3M | -77.9% | +4.5% | -82.3% | -76.9% |
| 6M | -94.6% | -12.2% | -82.4% | -94.2% |
| YTD | -91.5% | -0.1% | -91.4% | -91.0% |
| 1Y | -97.8% | -0.3% | -97.6% | -97.7% |
| All | -97.1% | -1.4% | -95.7% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling