+116.8%
SRE vs IP
+23.2%
+93.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | -0.3% | -5.3% | +4.9% | +1.0% |
| 30D | -0.7% | -10.9% | +10.1% | +2.0% |
| 3M | -6.3% | +11.2% | -17.5% | -9.7% |
| 6M | -10.7% | -10.2% | -0.4% | -9.5% |
| YTD | -3.5% | -2.0% | -1.5% | -5.0% |
| 1Y | +5.3% | -19.1% | +24.4% | +8.8% |
| 3Y | +31.8% | +20.9% | +10.9% | +15.5% |
| 5Y | +47.4% | -17.8% | +65.2% | +44.5% |
| All | +116.8% | +23.2% | +93.6% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling