+23.3%
IRM vs SBAC
+0.1%
+23.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +3.0% | +0.2% | +2.9% | +3.0% |
| 30D | -5.2% | +3.9% | -9.1% | -6.0% |
| 3M | -8.0% | -8.2% | +0.1% | -5.6% |
| 6M | +9.2% | -2.8% | +12.0% | +12.6% |
| YTD | +41.0% | -1.5% | +42.5% | +44.6% |
| 1Y | +23.3% | 0.0% | +23.2% | +28.6% |
| All | +23.3% | +0.1% | +23.2% | +28.6% |
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