+517.3%
IRM vs SAN
+270.1%
+247.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.8% | +4.0% | +2.8% | +5.6% |
| 30D | +2.6% | -7.8% | +10.4% | +4.7% |
| 3M | -9.5% | -16.4% | +6.9% | -5.2% |
| 6M | -8.5% | +3.5% | -12.0% | -9.8% |
| YTD | +40.3% | +6.7% | +33.6% | +36.1% |
| 1Y | +28.7% | +14.5% | +14.2% | +22.4% |
| 3Y | +111.8% | +243.5% | -131.7% | +46.5% |
| 5Y | +189.1% | +296.2% | -107.1% | +85.7% |
| All | +517.3% | +270.1% | +247.1% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling