+194.7%
IWD vs SAN
+338.5%
-143.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.2% | +3.3% | -3.5% | -1.2% |
| 30D | -0.8% | +1.1% | -1.9% | -1.2% |
| 3M | +8.0% | +22.2% | -14.2% | +1.1% |
| 6M | +18.2% | +36.0% | -17.8% | +6.4% |
| YTD | +22.3% | +28.2% | -5.9% | +11.5% |
| 1Y | +28.9% | +54.1% | -25.2% | +10.4% |
| 3Y | +71.5% | +354.2% | -282.7% | 0.0% |
| 5Y | +73.6% | +387.3% | -313.7% | -5.0% |
| 10Y | +194.7% | +334.8% | -140.1% | +54.1% |
| All | +194.7% | +338.5% | -143.8% | +54.1% |
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