+94.6%
IRM vs SAN
+235.5%
-140.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | -8.6% | +4.9% | -13.5% | -9.8% |
| 30D | -8.0% | -13.0% | +5.0% | -4.5% |
| 3M | -12.0% | -18.9% | +6.9% | -7.0% |
| 6M | -18.2% | -4.1% | -14.0% | -17.5% |
| YTD | +31.4% | +2.6% | +28.8% | +28.8% |
| 1Y | +9.2% | +16.9% | -7.8% | +3.2% |
| 3Y | +94.6% | +239.1% | -144.5% | +35.0% |
| All | +94.6% | +235.5% | -140.9% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling