+193.0%
IRM vs SBAC
-43.7%
+236.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | -8.1% | +6.9% | -15.0% | -10.8% |
| 3M | -9.7% | -8.2% | -1.4% | -6.9% |
| 6M | +10.0% | -1.6% | +11.6% | +8.7% |
| YTD | +43.0% | -0.1% | +43.1% | +40.0% |
| 1Y | +32.7% | -0.5% | +33.1% | +30.1% |
| 3Y | +102.7% | -9.1% | +111.8% | +102.5% |
| All | +193.0% | -43.7% | +236.7% | +278.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling