-9.8%
IGV vs SAN
+49.3%
-59.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.4% | -2.8% | -2.6% | -4.9% |
| 30D | -2.6% | -0.5% | -2.1% | -2.5% |
| 3M | +10.5% | +22.7% | -12.2% | +7.0% |
| 6M | +18.2% | +28.8% | -10.6% | +12.8% |
| YTD | -4.2% | +26.3% | -30.5% | -7.9% |
| 1Y | -9.8% | +48.8% | -58.7% | -16.4% |
| All | -9.8% | +49.3% | -59.1% | -16.4% |
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