+120.0%
SRE vs IBN
+316.4%
-196.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.7% | -5.5% | +4.8% | +0.5% |
| 30D | -1.7% | -3.4% | +1.7% | -1.1% |
| 3M | -7.1% | +8.7% | -15.7% | -8.8% |
| 6M | -8.4% | +3.7% | -12.1% | -9.4% |
| YTD | -3.5% | -2.4% | -1.1% | -3.4% |
| 1Y | +5.4% | -8.1% | +13.5% | +6.7% |
| 3Y | +29.5% | +26.3% | +3.2% | +21.5% |
| 5Y | +48.3% | +54.9% | -6.6% | +31.6% |
| All | +120.0% | +316.4% | -196.5% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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