+297.8%
SAN vs IAG
+540.0%
-242.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.4% | +5.3% |
| 7D | +8.7% | +24.0% | -15.3% | +5.5% |
| 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% | +0.9% |
| YTD | +8.9% | +20.3% | -11.4% | +4.4% |
| 1Y | +23.4% | +56.5% | -33.1% | +14.5% |
| 3Y | +257.9% | +762.6% | -504.7% | +159.3% |
| 5Y | +297.8% | +546.3% | -248.5% | +168.3% |
| All | +297.8% | +540.0% | -242.2% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling