+69.3%
IWD vs SAN
+267.8%
-198.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.2% |
| 7D | -0.5% | +4.9% | -5.4% | -1.7% |
| 30D | +2.7% | -13.0% | +15.6% | +6.1% |
| 3M | +0.9% | -18.9% | +19.8% | +6.0% |
| 6M | +10.5% | -4.1% | +14.7% | +11.0% |
| YTD | +23.7% | +2.6% | +21.1% | +21.1% |
| 1Y | +28.7% | +16.9% | +11.8% | +21.7% |
| 3Y | +79.7% | +239.1% | -159.3% | +25.0% |
| All | +69.3% | +267.8% | -198.5% | +14.1% |
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 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