-12.3%
IP vs SAN
+272.3%
-284.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -5.0% | +3.5% | -8.4% | -6.2% |
| 30D | +6.5% | -13.2% | +19.7% | +11.6% |
| 3M | -18.0% | -16.9% | -1.1% | -12.8% |
| 6M | +10.3% | +2.3% | +8.0% | +9.3% |
| YTD | -9.9% | +4.9% | -14.8% | -12.2% |
| 1Y | -1.1% | +20.4% | -21.5% | -7.8% |
| 3Y | +13.0% | +243.2% | -230.2% | -25.1% |
| 5Y | -12.3% | +275.3% | -287.5% | -44.7% |
| All | -12.3% | +272.3% | -284.6% | -44.7% |
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