+758.4%
IVV vs SRE
+1,997.0%
-1,238.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +0.1% | -8.4% | +8.5% | +3.6% |
| 30D | -3.3% | -3.2% | -0.2% | -2.1% |
| 3M | -2.4% | -5.3% | +2.9% | -0.6% |
| 6M | +2.6% | -12.6% | +15.2% | +7.6% |
| YTD | +11.3% | -8.8% | +20.1% | +14.2% |
| 1Y | +13.4% | -13.4% | +26.9% | +18.9% |
| 3Y | +80.3% | +24.4% | +55.9% | +57.9% |
| 5Y | +72.7% | +47.3% | +25.4% | +39.4% |
| 10Y | +309.6% | +116.7% | +193.0% | +168.3% |
| All | +758.4% | +1,997.0% | -1,238.7% | +173.2% |
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