+941.2%
IGV vs SAN
+452.9%
+488.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | -8.6% | -9.4% | +0.8% | -5.8% |
| 3M | -1.6% | -17.1% | +15.6% | +4.2% |
| 6M | +13.4% | +2.2% | +11.3% | +11.6% |
| YTD | -4.0% | +6.0% | -10.0% | -7.8% |
| 1Y | -7.6% | +12.7% | -20.3% | -13.2% |
| 3Y | +39.3% | +242.1% | -202.9% | -12.4% |
| 5Y | +14.5% | +293.6% | -279.1% | -33.5% |
| 10Y | +358.7% | +266.1% | +92.7% | +147.8% |
| All | +941.2% | +452.9% | +488.3% | +234.5% |
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