+14.9%
IRM vs SAN
+19.5%
-4.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -5.3% | +3.4% | -8.6% | -6.2% |
| 30D | -2.3% | -6.3% | +3.9% | -0.6% |
| 3M | -7.4% | -14.1% | +6.7% | -3.5% |
| 6M | -12.2% | +4.2% | -16.4% | -13.5% |
| YTD | +38.6% | +9.0% | +29.6% | +30.2% |
| 1Y | +14.9% | +18.8% | -3.9% | +3.7% |
| All | +14.9% | +19.5% | -4.6% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling