-0.8%
IP vs SAN
+16.7%
-17.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.8% |
| 7D | -5.1% | +4.9% | -10.0% | -7.1% |
| 30D | +8.5% | -13.0% | +21.5% | +15.2% |
| 3M | -13.8% | -18.9% | +5.0% | -5.4% |
| 6M | +5.7% | -4.1% | +9.9% | +6.9% |
| YTD | -9.1% | +2.6% | -11.7% | -13.7% |
| 1Y | -0.8% | +16.9% | -17.8% | -10.4% |
| All | -0.8% | +16.7% | -17.5% | -10.4% |
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