+104.4%
IRM vs SBAC
-9.5%
+113.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | -4.2% | +3.2% | -7.4% | -5.2% |
| 3M | -5.4% | -5.1% | -0.3% | -4.1% |
| 6M | +12.0% | -2.1% | +14.1% | +11.8% |
| YTD | +42.0% | -0.5% | +42.6% | +40.7% |
| 1Y | +29.9% | +1.1% | +28.7% | +27.9% |
| 3Y | +104.4% | -7.4% | +111.8% | +108.5% |
| All | +104.4% | -9.5% | +113.9% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling