+45.6%
SRE vs IBB
+37.5%
+8.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -9.2% | -1.8% | -7.3% | -8.8% |
| 30D | -1.9% | +5.1% | -7.0% | -3.3% |
| 3M | -6.5% | +10.7% | -17.3% | -9.6% |
| 6M | -15.2% | +22.9% | -38.1% | -20.6% |
| YTD | -9.5% | +26.7% | -36.2% | -16.3% |
| 1Y | -13.2% | +35.1% | -48.3% | -21.5% |
| 3Y | +19.5% | +80.2% | -60.7% | -2.4% |
| All | +45.6% | +37.5% | +8.1% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling