+973.2%
IGV vs SAN
+572.2%
+401.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -4.5% | +1.8% | -6.3% | -5.1% |
| 30D | +3.2% | +2.0% | +1.2% | +2.5% |
| 3M | +4.5% | +19.7% | -15.2% | -1.9% |
| 6M | +22.1% | +30.6% | -8.5% | +10.5% |
| YTD | -1.0% | +28.8% | -29.9% | -10.6% |
| 1Y | -2.1% | +57.8% | -59.9% | -17.6% |
| 3Y | +44.6% | +338.1% | -293.6% | -16.1% |
| 5Y | +22.2% | +384.2% | -362.1% | -33.7% |
| 10Y | +364.7% | +353.1% | +11.6% | +133.9% |
| All | +973.2% | +572.2% | +401.0% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling