+3,639.2%
IRM vs SBAC
+2,219.2%
+1,419.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -3.8% | +3.0% | -6.7% | -4.1% |
| 30D | -3.2% | +4.3% | -7.5% | -3.8% |
| 3M | -7.8% | +4.1% | -11.9% | -8.4% |
| 6M | -12.7% | -11.6% | -1.1% | -11.6% |
| YTD | +36.7% | +0.4% | +36.3% | +35.8% |
| 1Y | +10.0% | -1.1% | +11.2% | +9.6% |
| 3Y | +107.2% | -7.3% | +114.5% | +107.4% |
| 5Y | +181.6% | -40.8% | +222.3% | +197.7% |
| 10Y | +481.1% | +103.0% | +378.2% | +436.1% |
| All | +3,639.2% | +2,219.2% | +1,419.9% | +2,373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling