+49.4%
SRE vs IP
-13.5%
+62.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -3.0% | +7.9% | -10.9% | -4.3% |
| 3M | -7.3% | -15.3% | +8.1% | -4.8% |
| 6M | -11.9% | +10.5% | -22.4% | -14.4% |
| YTD | -7.9% | -9.4% | +1.5% | -7.6% |
| 1Y | -11.1% | -4.6% | -6.5% | -12.0% |
| 3Y | +24.8% | +21.2% | +3.6% | +10.5% |
| All | +49.4% | -13.5% | +62.9% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling