+10,042.6%
IRM vs SAN
+1,588.3%
+8,454.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -0.5% | +1.8% | -2.2% | -0.9% |
| 30D | -8.1% | +2.0% | -10.1% | -8.6% |
| 3M | -9.7% | +19.7% | -29.4% | -13.7% |
| 6M | +10.0% | +30.6% | -20.6% | +2.7% |
| YTD | +43.0% | +28.8% | +14.1% | +33.3% |
| 1Y | +32.7% | +57.8% | -25.1% | +17.4% |
| 3Y | +102.7% | +338.1% | -235.4% | +37.8% |
| 5Y | +187.6% | +384.2% | -196.6% | +85.8% |
| 10Y | +420.1% | +353.1% | +67.0% | +220.7% |
| All | +10,042.6% | +1,588.3% | +8,454.3% | +4,573.9% |
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