+257.9%
SAN vs IAG
+755.2%
-497.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.4% | +5.3% |
| 7D | +8.7% | +24.0% | -15.3% | +5.4% |
| 30D | -6.5% | +5.5% | -12.0% | -7.4% |
| 3M | -14.2% | +8.3% | -22.5% | -15.5% |
| 6M | +2.7% | +6.1% | -3.4% | +0.7% |
| YTD | +8.9% | +20.3% | -11.4% | +4.8% |
| 1Y | +23.4% | +56.5% | -33.1% | +15.5% |
| 3Y | +257.9% | +762.6% | -504.7% | +186.5% |
| All | +257.9% | +755.2% | -497.2% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling