+363.6%
IGV vs SAN
+270.1%
+93.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | +2.3% | +4.0% | -1.7% | +1.2% |
| 30D | -6.0% | -7.8% | +1.8% | -4.2% |
| 3M | -4.8% | -16.4% | +11.6% | -0.5% |
| 6M | +14.2% | +3.5% | +10.7% | +12.4% |
| YTD | -4.2% | +6.7% | -10.9% | -7.4% |
| 1Y | -5.3% | +14.5% | -19.8% | -10.2% |
| 3Y | +38.8% | +243.5% | -204.7% | -4.2% |
| 5Y | +14.2% | +296.2% | -282.0% | -26.4% |
| All | +363.6% | +270.1% | +93.5% | +203.5% |
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