+416.3%
SRE vs IOVA
-91.6%
+507.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.6% |
| 7D | -0.3% | +9.7% | -10.1% | -0.4% |
| 30D | -0.7% | +102.5% | -103.3% | -1.7% |
| 3M | -6.3% | +100.7% | -107.0% | -7.3% |
| 6M | -10.7% | +106.3% | -117.0% | -11.7% |
| YTD | -3.5% | +222.0% | -225.4% | -5.2% |
| 1Y | +5.3% | +299.5% | -294.2% | +3.0% |
| 3Y | +31.8% | +42.9% | -11.1% | +29.1% |
| 5Y | +47.4% | -65.0% | +112.3% | +45.2% |
| 10Y | +120.6% | +10.3% | +110.3% | +115.7% |
| All | +416.3% | -91.6% | +507.9% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling