+130.2%
SRE vs IBB
+126.8%
+3.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | -3.0% | +4.6% | -7.5% | -4.5% |
| 3M | -7.3% | +6.8% | -14.1% | -9.7% |
| 6M | -11.9% | +23.1% | -35.0% | -18.4% |
| YTD | -7.9% | +26.0% | -33.9% | -15.8% |
| 1Y | -11.1% | +30.4% | -41.5% | -19.7% |
| 3Y | +24.8% | +85.4% | -60.6% | -1.4% |
| 5Y | +52.4% | +39.7% | +12.6% | +31.1% |
| All | +130.2% | +126.8% | +3.4% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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