+201.0%
IWD vs SAN
+267.7%
-66.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.5% |
| 7D | +1.7% | +1.0% | +0.7% | +1.3% |
| 30D | +3.2% | -9.4% | +12.6% | +6.2% |
| 3M | +2.3% | -17.1% | +19.4% | +8.0% |
| 6M | +12.9% | +2.2% | +10.8% | +11.2% |
| YTD | +26.2% | +6.0% | +20.3% | +21.6% |
| 1Y | +28.3% | +12.7% | +15.6% | +21.0% |
| 3Y | +84.4% | +242.1% | -157.8% | +17.3% |
| 5Y | +73.0% | +293.6% | -220.6% | +0.9% |
| All | +201.0% | +267.7% | -66.7% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling