+356.3%
IGV vs SRE
+124.1%
+232.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -2.6% | -1.7% | -0.9% | -2.3% |
| 3M | +10.5% | -7.1% | +17.6% | +12.5% |
| 6M | +18.2% | -8.4% | +26.5% | +20.2% |
| YTD | -4.2% | -3.5% | -0.7% | -4.4% |
| 1Y | -9.8% | +5.4% | -15.2% | -12.8% |
| 3Y | +39.1% | +29.5% | +9.6% | +22.3% |
| 5Y | +21.2% | +48.3% | -27.1% | +1.1% |
| All | +356.3% | +124.1% | +232.2% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling