+45.5%
SRE vs IQV
-0.1%
+45.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | -3.0% | +8.3% | -11.3% | -4.3% |
| 3M | -8.3% | +44.6% | -52.9% | -14.2% |
| 6M | -8.9% | +52.6% | -61.5% | -16.0% |
| YTD | -4.3% | +16.1% | -20.4% | -7.3% |
| 1Y | +2.7% | +37.3% | -34.5% | -4.5% |
| 3Y | +28.7% | +21.6% | +7.1% | +19.8% |
| All | +45.5% | -0.1% | +45.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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