+41.1%
IGV vs SAN
+356.8%
-315.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -3.3% | +3.3% | -6.7% | -4.1% |
| 30D | 0.0% | +1.1% | -1.1% | -0.3% |
| 3M | +7.3% | +22.2% | -14.9% | +2.2% |
| 6M | +16.7% | +36.0% | -19.3% | +7.6% |
| YTD | -2.8% | +28.2% | -31.1% | -9.4% |
| 1Y | -6.7% | +54.1% | -60.8% | -17.5% |
| 3Y | +41.1% | +354.2% | -313.1% | -3.1% |
| All | +41.1% | +356.8% | -315.7% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling