+48.3%
SRE vs IAG
+796.9%
-748.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -1.7% | +10.6% | -12.4% | -2.6% |
| 3M | -7.1% | +35.4% | -42.4% | -9.4% |
| 6M | -8.4% | -9.5% | +1.2% | -8.3% |
| YTD | -3.5% | +21.8% | -25.3% | -6.2% |
| 1Y | +5.4% | +84.1% | -78.8% | -1.6% |
| 3Y | +29.5% | +817.4% | -787.8% | +2.4% |
| 5Y | +48.3% | +830.1% | -781.8% | +14.2% |
| All | +48.3% | +796.9% | -748.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling