+700.6%
IYR vs SBAC
+354.7%
+345.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.2% | -0.8% | -0.5% | -1.1% |
| 30D | -2.9% | +6.9% | -9.8% | -3.9% |
| 3M | +0.8% | -8.2% | +9.1% | +2.1% |
| 6M | +1.9% | -1.6% | +3.5% | +1.5% |
| YTD | +9.6% | -0.1% | +9.7% | +8.9% |
| 1Y | +8.1% | -0.5% | +8.5% | +7.4% |
| 3Y | +29.2% | -9.1% | +38.3% | +29.9% |
| 5Y | +4.3% | -43.8% | +48.1% | +12.8% |
| 10Y | +64.7% | +80.5% | -15.8% | +51.8% |
| All | +700.6% | +354.7% | +345.8% | +470.4% |
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