+51.6%
SAN vs IAG
+102.4%
-50.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | -0.1% | +11.4% | -11.5% | -2.4% |
| 3M | +19.6% | +33.0% | -13.4% | +12.3% |
| 6M | +32.7% | -6.0% | +38.7% | +29.4% |
| YTD | +26.7% | +24.6% | +2.1% | +19.8% |
| 1Y | +51.6% | +105.0% | -53.3% | +32.6% |
| All | +51.6% | +102.4% | -50.7% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling