+49.4%
SRE vs IOVA
-63.0%
+112.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | -3.3% | +117.5% | -120.8% | -6.6% |
| 6M | -6.4% | +69.6% | -76.0% | -9.1% |
| YTD | -1.8% | +218.7% | -220.5% | -7.2% |
| 1Y | +10.7% | +265.5% | -254.8% | +3.7% |
| 3Y | +31.8% | +46.2% | -14.4% | +23.4% |
| All | +49.4% | -63.0% | +112.4% | +41.6% |
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