+74.9%
IWD vs SAN
+381.6%
-306.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.3% | +1.8% | -2.0% | -0.7% |
| 30D | +0.6% | +2.0% | -1.4% | +0.1% |
| 3M | +7.2% | +19.7% | -12.5% | +2.2% |
| 6M | +16.2% | +30.6% | -14.4% | +7.9% |
| YTD | +23.3% | +28.8% | -5.5% | +14.4% |
| 1Y | +29.6% | +57.8% | -28.2% | +13.7% |
| 3Y | +70.5% | +338.1% | -267.7% | +11.4% |
| All | +74.9% | +381.6% | -306.6% | +6.0% |
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