+14.5%
SAN vs IAG
+19.6%
-5.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +4.0% | -7.7% | +11.7% | +5.7% |
| 30D | -7.8% | +1.6% | -9.4% | -8.4% |
| 3M | -16.4% | -2.4% | -13.9% | -16.5% |
| 6M | +3.5% | -7.8% | +11.4% | +2.9% |
| YTD | +6.7% | +5.0% | +1.6% | +5.9% |
| 1Y | +14.5% | +25.7% | -11.2% | +8.9% |
| All | +14.5% | +19.6% | -5.1% | +8.9% |
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 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