-16.1%
IP vs SAN
+381.6%
-397.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -5.3% | +1.8% | -7.0% | -5.9% |
| 30D | -10.9% | +2.0% | -12.8% | -11.5% |
| 3M | +11.2% | +19.7% | -8.6% | +4.5% |
| 6M | -10.2% | +30.6% | -40.9% | -18.1% |
| YTD | -2.0% | +28.8% | -30.8% | -10.8% |
| 1Y | -19.1% | +57.8% | -76.9% | -31.2% |
| 3Y | +20.9% | +338.1% | -317.3% | -26.2% |
| All | -16.1% | +381.6% | -397.7% | -52.6% |
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