+385.6%
SRE vs IOVA
-92.3%
+477.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -8.2% | -8.5% | +0.3% | -8.1% |
| 30D | -3.6% | -44.7% | +41.1% | -3.1% |
| 3M | -6.3% | +26.2% | -32.5% | -6.8% |
| 6M | -13.0% | +123.2% | -136.2% | -14.3% |
| YTD | -9.2% | +196.0% | -205.2% | -11.0% |
| 1Y | -13.1% | +240.9% | -254.1% | -15.0% |
| 3Y | +22.4% | +103.5% | -81.1% | +19.4% |
| 5Y | +47.1% | -65.5% | +112.6% | +44.8% |
| 10Y | +121.0% | +7.0% | +114.0% | +115.8% |
| All | +385.6% | -92.3% | +477.9% | +362.9% |
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