+387.3%
SAN vs IAG
+766.8%
-379.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +3.3% | +4.3% | -0.9% | +2.8% |
| 30D | +1.1% | +9.8% | -8.7% | -0.3% |
| 3M | +22.2% | +28.9% | -6.7% | +17.6% |
| 6M | +36.0% | -7.6% | +43.6% | +35.8% |
| YTD | +28.2% | +22.0% | +6.3% | +23.1% |
| 1Y | +54.1% | +99.5% | -45.4% | +38.9% |
| 3Y | +354.2% | +818.3% | -464.0% | +225.9% |
| 5Y | +387.3% | +785.9% | -398.6% | +222.2% |
| All | +387.3% | +766.8% | -379.5% | +222.2% |
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