+886.2%
IVZ vs SAN
+1,539.7%
-653.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.7% |
| 7D | -6.7% | +3.5% | -10.2% | -8.6% |
| 30D | -10.9% | -13.2% | +2.3% | -3.2% |
| 3M | -14.8% | -16.9% | +2.1% | -5.4% |
| 6M | +2.4% | +2.3% | +0.1% | 0.0% |
| YTD | +5.4% | +4.9% | +0.5% | +0.2% |
| 1Y | +19.6% | +20.4% | -0.9% | +4.3% |
| 3Y | +122.4% | +243.2% | -120.8% | -1.6% |
| 5Y | +28.8% | +275.3% | -246.5% | -48.0% |
| 10Y | +52.3% | +254.0% | -201.7% | -40.6% |
| All | +886.2% | +1,539.7% | -653.5% | +123.6% |
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