+31.8%
SRE vs IOVA
+50.0%
-18.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +1.4% | +5.1% | -3.6% | +1.2% |
| 30D | +1.9% | +37.2% | -35.3% | +0.4% |
| 3M | -3.3% | +117.5% | -120.8% | -7.2% |
| 6M | -6.4% | +69.6% | -76.0% | -9.6% |
| YTD | -1.8% | +218.7% | -220.5% | -8.4% |
| 1Y | +10.7% | +265.5% | -254.8% | +2.0% |
| 3Y | +31.8% | +46.2% | -14.4% | +16.0% |
| All | +31.8% | +50.0% | -18.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling