+44.9%
IBKR vs SAN
+51.4%
-6.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +0.9% |
| 7D | -1.3% | +0.2% | -1.6% | -1.5% |
| 30D | -0.2% | +0.9% | -1.2% | -0.8% |
| 3M | +3.0% | +19.1% | -16.2% | -6.7% |
| 6M | +33.9% | +33.2% | +0.7% | +13.5% |
| YTD | +42.5% | +29.1% | +13.4% | +21.2% |
| 1Y | +44.9% | +50.2% | -5.4% | +15.6% |
| All | +44.9% | +51.4% | -6.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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