+5.9%
IYR vs SBAC
-40.9%
+46.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.1% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | +5.7% | +3.3% | +2.4% | +4.1% |
| 3M | -0.6% | +3.3% | -3.9% | -2.3% |
| 6M | +0.5% | -10.9% | +11.5% | +4.7% |
| YTD | +10.4% | -1.0% | +11.4% | +8.2% |
| 1Y | +9.2% | -4.5% | +13.7% | +8.9% |
| 3Y | +40.5% | -8.7% | +49.3% | +40.0% |
| 5Y | +5.9% | -40.6% | +46.5% | +31.6% |
| All | +5.9% | -40.9% | +46.9% | +31.6% |
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 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