+37.3%
IVZ vs SAN
+294.6%
-257.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.1% | +0.6% | +3.4% |
| 7D | +4.1% | +8.7% | -4.6% | -0.5% |
| 30D | -2.0% | -6.5% | +4.5% | +1.4% |
| 3M | -7.8% | -14.2% | +6.3% | -0.4% |
| 6M | +6.3% | +2.7% | +3.6% | +4.0% |
| YTD | +12.6% | +8.9% | +3.7% | +5.5% |
| 1Y | +27.6% | +23.4% | +4.3% | +11.5% |
| 3Y | +154.0% | +257.9% | -103.9% | +17.1% |
| 5Y | +37.3% | +297.8% | -260.5% | -39.4% |
| All | +37.3% | +294.6% | -257.3% | -39.4% |
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