+517.3%
IRM vs SBAC
+114.8%
+402.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | +6.8% | +0.6% | +6.2% | +6.5% |
| 30D | +2.6% | +5.5% | -2.9% | +0.1% |
| 3M | -9.5% | +3.1% | -12.5% | -11.0% |
| 6M | -8.5% | -7.0% | -1.5% | -7.0% |
| YTD | +40.3% | +0.5% | +39.8% | +36.4% |
| 1Y | +28.7% | +0.2% | +28.5% | +25.3% |
| 3Y | +111.8% | -7.4% | +119.2% | +109.2% |
| 5Y | +189.1% | -39.7% | +228.8% | +243.9% |
| All | +517.3% | +114.8% | +402.5% | +363.8% |
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 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