+1,535.1%
SRE vs IVZ
+282.9%
+1,252.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | +1.9% | +3.1% | -1.2% | +1.2% |
| 3M | -3.3% | +18.2% | -21.5% | -6.9% |
| 6M | -6.4% | +38.6% | -45.0% | -13.1% |
| YTD | -1.8% | +25.9% | -27.7% | -7.3% |
| 1Y | +10.7% | +51.7% | -40.9% | +0.4% |
| 3Y | +31.8% | +138.7% | -106.9% | +6.9% |
| 5Y | +49.2% | +62.8% | -13.6% | +27.9% |
| 10Y | +118.5% | +60.9% | +57.6% | +74.1% |
| All | +1,535.1% | +282.9% | +1,252.2% | +932.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling