+1,104.4%
IVZ vs SAN
+1,913.4%
-809.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | +0.6% | +1.8% | -1.1% | -0.5% |
| 30D | +4.0% | +2.0% | +2.0% | +2.7% |
| 3M | +18.2% | +19.7% | -1.5% | +5.8% |
| 6M | +32.8% | +30.6% | +2.2% | +12.2% |
| YTD | +28.7% | +28.8% | -0.1% | +8.7% |
| 1Y | +55.4% | +57.8% | -2.4% | +15.4% |
| 3Y | +135.2% | +338.1% | -202.9% | -10.0% |
| 5Y | +64.2% | +384.2% | -320.0% | -42.9% |
| 10Y | +64.6% | +353.1% | -288.5% | -44.6% |
| All | +1,104.4% | +1,913.4% | -809.0% | +142.6% |
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 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