+47.1%
SRE vs IOVA
-67.2%
+114.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -8.2% | -8.5% | +0.3% | -7.9% |
| 30D | -3.6% | -44.7% | +41.1% | -2.1% |
| 3M | -6.3% | +26.2% | -32.5% | -7.8% |
| 6M | -13.0% | +123.2% | -136.2% | -16.8% |
| YTD | -9.2% | +196.0% | -205.2% | -14.6% |
| 1Y | -13.1% | +240.9% | -254.1% | -18.9% |
| 3Y | +22.4% | +103.5% | -81.1% | +13.5% |
| 5Y | +47.1% | -65.5% | +112.6% | +36.2% |
| All | +47.1% | -67.2% | +114.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling