+19.5%
IVZ vs SAN
+16.7%
+2.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | -2.4% | +4.9% | -7.4% | -4.8% |
| 30D | -11.2% | -13.0% | +1.8% | -5.0% |
| 3M | -14.0% | -18.9% | +4.9% | -4.7% |
| 6M | +0.5% | -4.1% | +4.6% | +2.0% |
| YTD | +5.4% | +2.6% | +2.9% | +1.6% |
| 1Y | +19.5% | +16.9% | +2.5% | +6.5% |
| All | +19.5% | +16.7% | +2.8% | +6.5% |
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