+211.0%
SRE vs IQV
+487.2%
-276.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.5% | -2.6% | +4.1% | +2.1% |
| 30D | +0.8% | +6.2% | -5.4% | -0.8% |
| 3M | -5.8% | +38.0% | -43.8% | -13.8% |
| 6M | -7.8% | +43.9% | -51.7% | -17.3% |
| YTD | -2.4% | +14.0% | -16.4% | -7.5% |
| 1Y | +8.9% | +35.5% | -26.6% | -2.2% |
| 3Y | +31.1% | +20.3% | +10.7% | +18.3% |
| 5Y | +48.6% | -1.6% | +50.3% | +39.6% |
| 10Y | +126.1% | +233.4% | -107.3% | +49.2% |
| All | +211.0% | +487.2% | -276.2% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling