+706.4%
IYR vs SBAC
+350.8%
+355.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.4% |
| 7D | -0.1% | -2.7% | +2.6% | +0.3% |
| 30D | +5.7% | +3.3% | +2.4% | +5.1% |
| 3M | -0.6% | +3.3% | -3.9% | -1.2% |
| 6M | +0.5% | -10.9% | +11.5% | +2.1% |
| YTD | +10.4% | -1.0% | +11.4% | +9.8% |
| 1Y | +9.2% | -4.5% | +13.7% | +9.1% |
| 3Y | +40.5% | -8.7% | +49.3% | +41.1% |
| 5Y | +5.9% | -40.6% | +46.5% | +13.5% |
| 10Y | +86.5% | +109.4% | -22.9% | +68.5% |
| All | +706.4% | +350.8% | +355.6% | +474.8% |
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