+37.7%
IGV vs SAN
+258.0%
-220.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.3% | +10.8% | -13.0% | -4.6% |
| 30D | -11.0% | -5.7% | -5.2% | -9.9% |
| 3M | -4.5% | -13.4% | +9.0% | -1.5% |
| 6M | +10.1% | +3.5% | +6.5% | +8.5% |
| YTD | -5.1% | +9.7% | -14.8% | -8.5% |
| 1Y | -10.2% | +20.9% | -31.1% | -15.8% |
| 3Y | +37.7% | +254.3% | -216.5% | +2.7% |
| All | +37.7% | +258.0% | -220.2% | +2.7% |
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 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