+27.4%
IVZ vs SAN
+267.8%
-240.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | -2.4% | +4.9% | -7.4% | -5.0% |
| 30D | -11.2% | -13.0% | +1.8% | -4.5% |
| 3M | -14.0% | -18.9% | +4.9% | -4.2% |
| 6M | +0.5% | -4.1% | +4.6% | +2.1% |
| YTD | +5.4% | +2.6% | +2.9% | +2.1% |
| 1Y | +19.5% | +16.9% | +2.5% | +7.4% |
| 3Y | +128.7% | +239.1% | -110.4% | +8.5% |
| All | +27.4% | +267.8% | -240.4% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling