+40.1%
IJR vs SAN
+379.7%
-339.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.3% | -2.8% | +0.5% | -1.4% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | +2.1% | +22.7% | -20.6% | -4.9% |
| 6M | +13.9% | +28.8% | -14.9% | +3.9% |
| YTD | +18.2% | +26.3% | -8.0% | +7.9% |
| 1Y | +21.8% | +48.8% | -27.0% | +4.9% |
| 3Y | +52.2% | +347.2% | -295.0% | -12.8% |
| 5Y | +40.1% | +383.8% | -343.6% | -25.6% |
| All | +40.1% | +379.7% | -339.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling