+505.1%
IRM vs SBAC
+103.9%
+401.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | -5.1% | +3.6% | -8.7% | -6.4% |
| 30D | -3.3% | +4.9% | -8.2% | -5.3% |
| 3M | -8.2% | +6.5% | -14.6% | -10.9% |
| 6M | -12.8% | -11.1% | -1.6% | -9.5% |
| YTD | +36.6% | +0.9% | +35.7% | +32.6% |
| 1Y | +11.9% | -1.6% | +13.5% | +10.0% |
| 3Y | +105.1% | -7.0% | +112.1% | +102.3% |
| 5Y | +182.4% | -39.2% | +221.6% | +234.8% |
| 10Y | +505.1% | +111.4% | +393.8% | +365.3% |
| All | +505.1% | +103.9% | +401.3% | +365.3% |
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