+17.6%
IP vs SAN
+270.1%
-252.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.2% |
| 7D | -0.3% | +4.0% | -4.3% | -2.0% |
| 30D | +7.9% | -7.8% | +15.7% | +11.2% |
| 3M | -15.3% | -16.4% | +1.0% | -9.1% |
| 6M | +10.5% | +3.5% | +7.0% | +8.4% |
| YTD | -9.4% | +6.7% | -16.1% | -13.1% |
| 1Y | -4.6% | +14.5% | -19.1% | -11.3% |
| 3Y | +21.2% | +243.5% | -222.3% | -31.3% |
| 5Y | -13.3% | +296.2% | -309.5% | -56.1% |
| All | +17.6% | +270.1% | -252.5% | -42.1% |
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