+337.2%
IP vs SAN
+1,714.1%
-1,376.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -1.0% |
| 7D | +3.4% | +4.5% | -1.1% | +1.5% |
| 30D | +11.2% | -12.1% | +23.3% | +16.5% |
| 3M | -14.8% | -15.6% | +0.8% | -9.4% |
| 6M | +17.3% | +5.8% | +11.5% | +14.3% |
| YTD | -6.2% | +5.5% | -11.6% | -9.2% |
| 1Y | +2.3% | +23.6% | -21.2% | -7.0% |
| 3Y | +17.7% | +244.9% | -227.3% | -30.0% |
| 5Y | -8.4% | +282.2% | -290.6% | -49.7% |
| 10Y | +32.1% | +255.8% | -223.7% | -30.0% |
| All | +337.2% | +1,714.1% | -1,376.9% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling