+9,217.0%
IRM vs SAN
+1,244.1%
+7,972.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | -8.6% | +4.9% | -13.5% | -9.7% |
| 30D | -8.0% | -13.0% | +5.0% | -4.9% |
| 3M | -12.0% | -18.9% | +6.9% | -7.6% |
| 6M | -18.2% | -4.1% | -14.0% | -17.6% |
| YTD | +31.4% | +2.6% | +28.8% | +29.2% |
| 1Y | +9.2% | +16.9% | -7.8% | +3.9% |
| 3Y | +94.6% | +239.1% | -144.5% | +40.7% |
| 5Y | +170.2% | +266.8% | -96.7% | +86.8% |
| 10Y | +464.3% | +246.0% | +218.3% | +271.6% |
| All | +9,217.0% | +1,244.1% | +7,972.9% | +4,430.7% |
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 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