+1,662.4%
SRE vs IBB
+560.8%
+1,101.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | -0.7% | +10.5% | -11.2% | -4.3% |
| 3M | -6.3% | +23.6% | -29.9% | -13.1% |
| 6M | -10.7% | +22.6% | -33.3% | -17.1% |
| YTD | -3.5% | +25.7% | -29.1% | -11.4% |
| 1Y | +5.3% | +51.4% | -46.1% | -9.5% |
| 3Y | +31.8% | +64.4% | -32.6% | +9.3% |
| 5Y | +47.4% | +22.1% | +25.2% | +33.2% |
| 10Y | +120.6% | +132.5% | -11.9% | +54.8% |
| All | +1,662.4% | +560.8% | +1,101.6% | +540.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling