+3,811.5%
IRM vs SBAC
+2,208.1%
+1,603.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -8.1% | +6.9% | -15.0% | -8.9% |
| 3M | -9.7% | -8.2% | -1.4% | -8.9% |
| 6M | +10.0% | -1.6% | +11.6% | +9.7% |
| YTD | +43.0% | -0.1% | +43.1% | +42.3% |
| 1Y | +32.7% | -0.5% | +33.1% | +32.1% |
| 3Y | +102.7% | -9.1% | +111.8% | +103.5% |
| 5Y | +187.6% | -43.8% | +231.4% | +206.1% |
| 10Y | +420.1% | +80.5% | +339.6% | +386.2% |
| All | +3,811.5% | +2,208.1% | +1,603.4% | +2,491.5% |
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 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