+335.5%
SAN vs IAG
+423.2%
-87.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -2.8% | -4.1% | +1.3% | -2.4% |
| 30D | -0.5% | +10.6% | -11.2% | -1.6% |
| 3M | +22.7% | +35.4% | -12.6% | +19.0% |
| 6M | +28.8% | -9.5% | +38.3% | +28.9% |
| YTD | +26.3% | +21.8% | +4.4% | +22.8% |
| 1Y | +48.8% | +84.1% | -35.3% | +39.6% |
| 3Y | +347.2% | +817.4% | -470.1% | +262.0% |
| 5Y | +383.8% | +830.1% | -446.3% | +279.0% |
| All | +335.5% | +423.2% | -87.7% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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