+503.6%
IBKR vs SAN
+385.2%
+118.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.2% |
| 7D | -1.3% | +0.2% | -1.6% | -1.4% |
| 30D | -0.2% | +0.9% | -1.2% | -0.6% |
| 3M | +3.0% | +19.1% | -16.2% | -4.9% |
| 6M | +33.9% | +33.2% | +0.7% | +17.6% |
| YTD | +42.5% | +29.1% | +13.4% | +26.3% |
| 1Y | +44.9% | +50.2% | -5.4% | +20.2% |
| 3Y | +293.0% | +351.0% | -58.0% | +101.3% |
| All | +503.6% | +385.2% | +118.4% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling