-12.0%
SRE vs IOVA
+189.0%
-201.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.7% | +6.7% | +1.1% |
| 7D | -1.1% | -1.4% | +0.4% | -1.1% |
| 30D | -4.1% | -47.4% | +43.3% | -3.4% |
| 3M | -7.3% | +13.2% | -20.5% | -8.2% |
| 6M | -14.1% | +114.3% | -128.5% | -16.4% |
| YTD | -8.5% | +179.5% | -188.0% | -11.1% |
| 1Y | -12.0% | +200.4% | -212.4% | -14.5% |
| All | -12.0% | +189.0% | -201.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling