+5.7%
IYR vs SBAC
-44.9%
+50.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -2.4% | +3.9% | -6.2% | -3.9% |
| 3M | -2.0% | -8.2% | +6.2% | +1.1% |
| 6M | +2.5% | -2.8% | +5.3% | +2.0% |
| YTD | +8.3% | -1.5% | +9.8% | +6.7% |
| 1Y | +6.5% | 0.0% | +6.4% | +3.9% |
| 3Y | +29.3% | -8.4% | +37.7% | +28.7% |
| 5Y | +5.7% | -43.5% | +49.2% | +36.2% |
| All | +5.7% | -44.9% | +50.6% | +36.2% |
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