+140.3%
IVZ vs SAN
+339.3%
-199.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +0.6% | +1.8% | -1.1% | -0.3% |
| 30D | +4.0% | +2.0% | +2.0% | +2.9% |
| 3M | +18.2% | +19.7% | -1.5% | +8.1% |
| 6M | +32.8% | +30.6% | +2.2% | +16.1% |
| YTD | +28.7% | +28.8% | -0.1% | +12.6% |
| 1Y | +55.4% | +57.8% | -2.4% | +22.8% |
| All | +140.3% | +339.3% | -199.0% | +12.3% |
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