+20.7%
IRM vs SBAC
-4.7%
+25.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +8.6% | -2.7% | +11.3% | +9.2% |
| 30D | 0.0% | +3.3% | -3.3% | -0.7% |
| 3M | -7.1% | +3.3% | -10.4% | -8.0% |
| 6M | -7.9% | -10.9% | +3.1% | -4.7% |
| YTD | +41.3% | -1.0% | +42.3% | +47.3% |
| 1Y | +20.7% | -4.5% | +25.2% | +32.7% |
| All | +20.7% | -4.7% | +25.4% | +32.7% |
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