+512.6%
IRM vs SAN
+275.0%
+237.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -5.3% | +3.4% | -8.6% | -6.1% |
| 30D | -2.3% | -6.3% | +3.9% | -0.7% |
| 3M | -7.4% | -14.1% | +6.7% | -3.8% |
| 6M | -12.2% | +4.2% | -16.4% | -13.6% |
| YTD | +38.6% | +9.0% | +29.6% | +33.8% |
| 1Y | +14.9% | +18.8% | -3.9% | +8.2% |
| 3Y | +108.2% | +252.0% | -143.9% | +43.0% |
| 5Y | +183.8% | +299.5% | -115.6% | +82.0% |
| 10Y | +512.6% | +276.7% | +236.0% | +257.2% |
| All | +512.6% | +275.0% | +237.6% | +257.2% |
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