+128.5%
SRE vs IP
+19.1%
+109.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | -4.1% | +6.7% | -10.8% | -5.8% |
| 3M | -7.3% | -16.6% | +9.3% | -3.3% |
| 6M | -14.1% | +6.0% | -20.1% | -16.6% |
| YTD | -8.5% | -10.7% | +2.2% | -8.1% |
| 1Y | -12.0% | -6.7% | -5.3% | -12.9% |
| 3Y | +23.4% | +17.1% | +6.2% | +8.1% |
| 5Y | +51.3% | -14.6% | +65.9% | +45.0% |
| All | +128.5% | +19.1% | +109.4% | +81.3% |
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