+2.7%
SRE vs IVZ
+49.7%
-47.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -0.8% | -2.4% | +1.6% | -0.8% |
| 30D | -3.0% | +3.0% | -6.0% | -3.1% |
| 3M | -8.3% | +14.9% | -23.2% | -8.9% |
| 6M | -8.9% | +36.7% | -45.7% | -10.7% |
| YTD | -4.3% | +25.7% | -29.9% | -5.5% |
| 1Y | +2.7% | +47.7% | -45.0% | -0.5% |
| All | +2.7% | +49.7% | -47.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling