+124.1%
SRE vs IOVA
+7.2%
+116.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -5.6% | -7.0% | +1.4% | -5.3% |
| 30D | -4.5% | -44.4% | +40.0% | -2.4% |
| 3M | -7.7% | +24.7% | -32.4% | -9.7% |
| 6M | -14.4% | +118.6% | -133.1% | -19.2% |
| YTD | -9.4% | +196.3% | -205.7% | -16.5% |
| 1Y | -13.8% | +205.3% | -219.1% | -20.9% |
| 3Y | +22.2% | +103.8% | -81.6% | +8.9% |
| 5Y | +50.5% | -65.6% | +116.0% | +41.8% |
| 10Y | +124.1% | +6.4% | +117.6% | +103.5% |
| All | +124.1% | +7.2% | +116.9% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling