-4.6%
IP vs SAN
+12.6%
-17.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.7% |
| 3M | -15.3% | -16.4% | +1.0% | -8.1% |
| 6M | +10.5% | +3.5% | +7.0% | +8.2% |
| YTD | -9.4% | +6.7% | -16.1% | -16.0% |
| 1Y | -4.6% | +14.5% | -19.1% | -15.1% |
| All | -4.6% | +12.6% | -17.3% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling