+362.3%
IGV vs SAN
+275.0%
+87.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -1.3% | +3.4% | -4.7% | -2.2% |
| 30D | -8.1% | -6.3% | -1.9% | -6.7% |
| 3M | -1.6% | -14.1% | +12.5% | +2.0% |
| 6M | +12.7% | +4.2% | +8.6% | +10.7% |
| YTD | -3.3% | +9.0% | -12.3% | -7.0% |
| 1Y | -7.9% | +18.8% | -26.7% | -13.6% |
| 3Y | +40.3% | +252.0% | -211.7% | -3.8% |
| 5Y | +17.3% | +299.5% | -282.2% | -24.6% |
| 10Y | +362.3% | +276.7% | +85.6% | +200.9% |
| All | +362.3% | +275.0% | +87.2% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling