+168.1%
IJR vs SAN
+357.1%
-189.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | -0.3% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -4.6% | +0.9% | -5.5% | -5.0% |
| 3M | +0.2% | +19.1% | -18.9% | -6.7% |
| 6M | +14.7% | +33.2% | -18.5% | +1.6% |
| YTD | +18.9% | +29.1% | -10.2% | +5.8% |
| 1Y | +19.9% | +50.2% | -30.3% | +0.2% |
| 3Y | +53.0% | +351.0% | -298.0% | -20.6% |
| 5Y | +40.9% | +394.7% | -353.8% | -32.5% |
| All | +168.1% | +357.1% | -189.0% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling