+1,188.7%
SRE vs IAG
+368.9%
+819.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.8% |
| 7D | +1.4% | +4.3% | -2.8% | +1.2% |
| 30D | +1.9% | +9.8% | -7.9% | +1.2% |
| 3M | -3.3% | +28.9% | -32.2% | -5.2% |
| 6M | -6.4% | -7.6% | +1.2% | -6.6% |
| YTD | -1.8% | +22.0% | -23.8% | -4.1% |
| 1Y | +10.7% | +99.5% | -88.8% | +4.4% |
| 3Y | +31.8% | +818.3% | -786.5% | +10.5% |
| 5Y | +49.2% | +785.9% | -736.7% | +22.5% |
| 10Y | +118.5% | +381.1% | -262.6% | +77.8% |
| All | +1,188.7% | +368.9% | +819.8% | +778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling