+439.6%
IRM vs SBAC
+78.4%
+361.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +3.0% | +0.2% | +2.9% | +2.9% |
| 30D | -5.2% | +3.9% | -9.1% | -6.8% |
| 3M | -8.0% | -8.2% | +0.1% | -5.4% |
| 6M | +9.2% | -2.8% | +12.0% | +8.2% |
| YTD | +41.0% | -1.5% | +42.5% | +38.7% |
| 1Y | +23.3% | 0.0% | +23.2% | +20.5% |
| 3Y | +102.8% | -8.4% | +111.2% | +101.4% |
| 5Y | +192.8% | -43.5% | +236.3% | +259.7% |
| 10Y | +439.6% | +86.9% | +352.7% | +290.9% |
| All | +439.6% | +78.4% | +361.3% | +290.9% |
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