+1,507.0%
SRE vs IFF
+274.4%
+1,232.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | -1.7% | -1.1% | -0.6% | -1.5% |
| 3M | -7.1% | +13.8% | -20.9% | -11.0% |
| 6M | -8.4% | +16.7% | -25.0% | -13.8% |
| YTD | -3.5% | +26.1% | -29.6% | -11.4% |
| 1Y | +5.4% | +33.5% | -28.1% | -5.1% |
| 3Y | +29.5% | +31.6% | -2.1% | +14.5% |
| 5Y | +48.3% | -34.9% | +83.2% | +57.0% |
| 10Y | +123.5% | -20.3% | +143.8% | +112.5% |
| All | +1,507.0% | +274.4% | +1,232.6% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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