+48.6%
SRE vs IOVA
-64.1%
+112.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | +1.5% | -2.2% | +3.7% | +1.5% |
| 30D | +0.8% | +31.7% | -30.9% | -0.3% |
| 3M | -5.8% | +117.3% | -123.0% | -9.0% |
| 6M | -7.8% | +55.8% | -63.6% | -10.1% |
| YTD | -2.4% | +208.8% | -211.1% | -7.6% |
| 1Y | +8.9% | +255.7% | -246.8% | +2.0% |
| 3Y | +31.1% | +41.7% | -10.6% | +22.9% |
| 5Y | +48.6% | -64.9% | +113.5% | +41.0% |
| All | +48.6% | -64.1% | +112.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IOVA 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling