+776.1%
IVV vs SRE
+2,118.7%
-1,342.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +2.0% | -6.3% | +8.3% | +4.3% |
| 6M | +13.0% | -10.7% | +23.7% | +17.5% |
| YTD | +13.6% | -3.5% | +17.1% | +14.1% |
| 1Y | +20.1% | +5.3% | +14.8% | +16.1% |
| 3Y | +77.6% | +31.8% | +45.8% | +51.9% |
| 5Y | +82.5% | +47.4% | +35.1% | +47.5% |
| 10Y | +316.5% | +120.6% | +196.0% | +170.8% |
| All | +776.1% | +2,118.7% | -1,342.6% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling