+31.2%
SRE vs IBN
+25.8%
+5.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +1.5% | -5.1% | +6.6% | +2.2% |
| 30D | +0.8% | -3.5% | +4.4% | +1.3% |
| 3M | -5.8% | +11.3% | -17.1% | -7.6% |
| 6M | -7.8% | +4.4% | -12.2% | -8.7% |
| YTD | -2.4% | -1.8% | -0.5% | -2.3% |
| 1Y | +8.9% | -8.0% | +16.9% | +10.0% |
| All | +31.2% | +25.8% | +5.4% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling